Police fired tear gas shell and tried to disperse the protesters with water cannol, however, their efforts went in vain as the crowd continued their protest with different groups.
Mr Kejriwal termed the police action as "undemocratic" and also asked, "Why detain us, we have broken no law." The activist claimed that Congress and BJP are the two sides of a same coin of corruption.
The activist along with Manish Sisodia and four otherswear picked up near the residences of Prime Minister Manmohan Singh, Congress chief Sonia Gandhi and BJP president Nitin Gadkari, as they assembled there for a protest.
The protest started from Jantar Mantar and thousands of people joined India Against Corruption (IAC) in the national capital to show their rage against the government and political leaders who have been accused of being responsible for the current mess our country is in.
However, many were shocked when another former Team Anna member, Kiran Bedi missed the protest rally led by Mr Kejriwal. Mrs Bedi has been saying that IAC should protest against Congress and not against BJP.
Kejriwal called for the rally following the Comptroller and Auditor General (CAG) report which claimed that coal blocks allocation between 2005 and 2009 led to a loss of Rs 1.86 lakh crore to the national exchequer.
The CAG report, which was tabled in the Parliament on Aug 17, did not indict the Prime Minister Office (PMO) but scrutinised the period between 2005 to 2009 when Manmohan Singh was the coal minister.
The report named 25 companies including Essar Power, Hindalco, Tata Steel, Tata Power and Jindal Steel and Power which have got the blocks in various states. According to the report, nearly 44 billion tonnes of coal were given away at throwaway prices to private companies and 194 coal blocks were allegedly allotted to companies on mere recommendations.