A couple went to the Odisha state assembly building in Bhubaneswar, poured kerosene on themselves and were about to light a match when they were stopped by the police.
Ashok and Saudamini Sahu, who came from Nayagarh district, said they were desperate; they had been denied justice for their five-year-old daughter, who was kidnapped and murdered in July.
After seizing the kerosene bottle and a matchbox from the couple, security personnel took them into custody.
Ashok Sahu alleged that his little daughter was kidnapped while she was playing near their home on July 10.
Her body was found days later in the family's backyard with her eyes gouged out and kidneys removed.
"Though we lodged a complaint with the Nayagarh Sadar Police station, no action was taken. We found her body dumped in our backyard two weeks later. We had even named the accused at the grievance cell of the district Superintendent of Police and the collector, but no measure was taken to punish him," said Ashok Sahu, according to news agency PTI.
The Sahus claim a key aide of a minister from Nayagarh district is involved in their daughter's killing and the police "bowed to political pressure".
They also allege that the accused and his associates attacked them on October 26 for refusing to drop their complaint.
"Although the police arrested 10 people for attacking us, it spared the main accused," Ashok Sahu alleged.
(Inputs from PTI)