Separatist leaders have called for a strike on the issue tomorrow.
He said several other activists of the JKLF and other separatist outfits were also detained by the police.
The protest was organised by the separatists under the banner of Joint Resistance Leadership (JRL) against the killings of civilians in Kulgam and in support of the demand for hanging of those involved in the rape-and-murder of an eight-year-old nomad girl in Kathua.
Addressing a press conference before taking out the march, Malik said the JRL -- comprising Syed Ali Shah Geelani, Mirwaiz Umar Farooq and Malik -- had resolved to fight for ensuring justice to the victim.
We demand all the accused should be hanged, he said.
Earlier, Geelani and the Mirwaiz addressed the rally telephonically and condemned the incident of lawyers in Kathua trying to prevent the Crime Branch from filing the charge sheet in the rape-and-murder case.
An Army jawan was killed during a gunbattle with militants in Kulgam district and three civilians, including two teenagers, died in clashes between locals and security forces that followed, officials said.
The separatists have called for a strike and peaceful protests tomorrow afternoon.
There will be a complete strike in Kashmir tomorrow and people will observe a blackout by switching off lights of their houses in the evening. People across the valley will also assemble after Zuhr (afternoon prayers) in their respective mohallas and protest till the evening against the killings, Malik told reporters.
Meanwhile, JNU student leader Shehla Rashid Shora, along with others, held a peaceful sit-in at Pratap Park here, demanding the shifting of the Kathua rape case in view of protests by lawyers there.
We demand the case be shifted from Kathua and police arrest those lawyers who tried to obstruct filing of the charge sheet, Shora told reporters.