The women, some with their children, are the wives of Red Beret paratroopers who were in ousted leader Amadou Toumani Toure's presidential guard until the March 22 coup by low-ranking soldiers, or Green Berets.
"Free them!" and "Where are they?" read banners held by the protesters, who were surrounded by police.
"We are looking for our husbands, our children, our brothers," said Mariam Kone, the wife of a lieutenant who says she has had no news of her husband for nearly three months.
"Let them tell us where the disappeared are. If they are dead, tell us … if they are still alive, show them to us," a young woman shouted out. The number of arrested or disappeared soldiers has not been made known.
"Red Berets and Green Berets are all soldiers of our national army," said another protester, Oumou Sangare.
"They must get past their conflicts, forgive each other, join hands and face the problem in the north," a vast desert region which has been taken over by armed groups since the coup.
The putschists, led by Captain Amadou Sanogo, handed power to a civilian government in April, but have remained influential in Bamako, arresting those seen as close to the former president.
Malian websites have broadcast videos which allegedly show soldiers arrested and tortured at the Kati military barracks, where Sanogo has his headquarters.
The African Union Peace and Security Council on Saturday called for the "effective dissolution" of Mali's former junta and an end to "unacceptable interference" in the transitional process.
Hardline al-Qaeda-linked militants fighting alongside the Tuareg rebels have taken the upper hand in the north, chasing out the Tuareg and implementing strict Sharia. – AFP