The protesters who began their march from the Youth Congress office on Raisina Road were detained by police at Parliament Street.
"Many protesters, including Delhi Youth Congress president Amit Mallik, were injured after police resorted to lathi charge. They were later detained at Parliament Street police station," spokesman for the outfit Amrish Pandey said.
The Youth Congress has charged the BJP-led central government with "supporting" Mallya's "escape" after "looting taxpayers money."
Facing a multi-agency clampdown over unpaid loans and dues amounting to Rs 9,000 crore, the beleaguered businessman left the country on March 2.