The angry students also laid siege to the house of District Magistrate Suhas L. Y., police said.
He was attacked outside a restaurant in Colonelganj on Friday night.
A waiter at the restaurant, Munna Singh Chauhan, has been arrested and two policemen have been suspended.
Angry varsity students aligned to the Samajwadi Yuvjan Sabha (SYS) and the All India Students Association (AISA) took out a protest march on Monday and raised anti-government and anti-police slogans.
Demanding immediate arrest of the culprits, the students also sought adequate compensation for the deceased student's family.
Saroj was a LLB 2nd year student and hailed from Pratapgarh. A video of the killing has gone viral, leaving the police red-faced.
No one in the Uttar Pradesh government has reacted to the gruesome killing which incensed the opposition parties.