The group of women waving placards sang and danced along Francis Baard Street adjacent to the court on Tuesday. The group included members of the ANC Women's League.
Some of the larger placards read "Pistorius must rot in jail" and "No violence against women". Others read: "No to killing of women and children".
"No bail for Pistorius, no bail," a woman at the front of the group chanted. The rest of the group joined in on the chant.
Police officers guarding the entrance asked the protesters to move away from the court entrance. The protesters then assembled at a parking lot.
On Sunday, the league demanded that Pistorius – arrested on Thursday after his girlfriend, Reeva Steenkamp (29), was shot dead at his home in Pretoria – is not granted bail.
Spokesperson for the eague Troy Martens on Sunday said the magistrate should take into consideration claims in the media that there is a strong case of premeditated murder against him.
"It is with this in mind that the [women's league] urges the magistrate to heed the call of the prosecutors in this case and deny bail," said Martens.
Gender-based violence
Meanwhile, the Commission for Gender Equality said reports on the death of Steenkamp shifts attention from gender-based violence to Oscar Pistorius.
"The consequence of this style of reporting is to present Ms Steenkamp's death as an unfortunate aberration, rather than part of a broader pattern of gender-based violence in South Africa," the commission's chairperson, Mfanozelwe Shozi, said in a statement on Monday.
"Gender-based violence has reached alarming proportions in our country and such cannot be allowed to go on unabated. Women and children are bearing the brunt of our violent society and Ms Steenkamp's death is no exception." – Sapa