The activists, around 30 in number, were stopped by the police at the Dhodhar toll plaza in the neighbouring Ratlam district.
The police told them that their visit could disturb peace in Mandsaur, from where curfew was lifted yesterday.
Prohibitory orders under CrPc Section 144 are in place in the district.
After being stopped, the activists, including JNU students Union President Mohit Kumar Pandey and representatives from various farmers' outfits across the country, sat on protest on the Mhow-Neemuch Highway, disrupting traffic movement.
Following this, the police arrested the 30 activists under CrPC section 151 (arrest to prevent the commission of cognizable offences), Jaora SDM R P Verma said.
Farmers in the state began protests over low prices for their crops on June 1.
The Mandsaur-Neemuch region, about 300 km from the state capital Bhopal, became the nerve centre of the storm of farmer distress. Later, protests spread to some other parts of the state.
In Mandsaur, the curfew was imposed after five persons were killed in police firing during the farmers' protest on June 6.