The group, which had marched from nearby grounds it had camped at after taking part in a rally demanding the ouster of the country's Election Commission and to hand a memorandum to Prime Minister Najib Razak, tried to break the police barrier blocking entry into Parliament.
Police retaliated by arresting some non-governmental organisation (NGO) members.
Opposition MP Khalid Samad told the group that the memorandum would be handed to the relevant authorities.
"We will hand this memo to the relevant authorities, the Prime Minister and Home Ministry, to have re-election, an RCI (Royal Commission of Inquiry) on suspect voting practices, and an overhaul of the EC," he said, speaking on behalf of Opposition Alliance.
About 300 people demonstrated on a road leading to parliament calling for a re-elections, protesting over the outcome of the May 5 general elections won by the coalition of Razak's Barisan Nasional.
Meanwhile, MPs from both the ruling coalition and three-party opposition were sworn in today marking the start of a five-year term.
The ruling coalition, in power since the last 56 years, won the May 5 polls but with a reduced majority.
The opposition alliance led by Anwar Ibrahim has alleged that widespread fraud had cost them an election victory.
The opposition has staged a series of protest rallies around the country to highlight their grievances.