Today, nuns, priests and children were pulled on to police buses as they tried to march from the Sacred Heart cathedral near Parliament to the residence of Home Minister Rajnath Singh.
The Home Minister tweeted that he later met Christian leaders to assure them he would not tolerate any discrimination. He added that he promised an independent investigation into the church attacks and said he has asked the police to ensure the security of churches and other places of worship.
Political rivals have accused the ruling BJP of exploiting religious divisions in the run-up to this weekend's election in Delhi.
Police have imposed an emergency law known as Section 144 which prohibits gatherings. About 200 police were stationed outside the cathedral while several hundred protesters were inside.
"All that we are asking is 'what are the police doing? What is the government doing?'," said one protester who gave his name as Garry. Christians wanted proper security and safety, he said.
Five churches in the capital have reported incidents of arson, vandalism and burglary. The latest was reported on Monday when an individual stole ceremonial items.
In December, a Catholic church in north Delhi was gutted in a fire in a case of suspected arson.