They marched a short distance from the Holot open detention center to Saharonim Prison in Israel's southern Negev desert, where a large number of African asylum-seekers are being held.
The protesters held placards and chanted slogans against the Israeli regime's controversial policy and called for an immediate release of the detainees.
"We are not criminals, we are refugees! No deportation, no more prison, we are not for sale, we are asylum seekers! Bring back our brothers!" they chanted.
The refugees said they were on a hunger strike and vowed to continue it until a solution is reached.
Muluebrhan Ghebrihimet, a 27-year-old Eritrean, said at the protest rally that when he arrived in Israel six years ago, he filed an asylum application, but it was rejected.
"We are here to seek asylum, not to work or become rich," he said, adding that he did not know when he would be sent to prison.
Israeli authorities on Tuesday transferred the first Eritreans, detained at the Holot open detention center, to Saharonim Prison after they refused to leave the occupied territories.
Israeli regime sources said nine people had been jailed, while refugees said the number was 12.
On Tuesday night, hundreds of detainees at the Holot prison went on a hunger strike in protest at the move.
Israel started the implementation of a plan in early January to force tens of thousands of African migrants out of the occupied territories, threatening to detain and jail those who refuse to leave.
Under the first stage of deportations, Israeli officials in February began notifying "between 15,000 and 20,000” African men that they had until the end of March to leave the occupied territories or face jail.
The refugees will reportedly be deported to Rwanda or Uganda, according to testimonies of people who have already left as well as aid workers.
Israeli interior ministry figures show there are currently some 42,000 African refugees in Israel, half of them children, women or men with families.
The refugees have denounced the deportation plan as "racist".
In September, Israeli daily Haaretz reported that Israel detains hundreds of African asylum seekers without trial every year, with the approval of its top authorities.
Official figures show the Israeli regime had put a total of 311 African refugees behind bars without trial in the 15 months before September 2017.
Rights activists say Israel has created a separate justice system which restricts the rights of the people with a different skin color.