Brighton and Hove Police are working to identify the organisers of a protest involving about 50 people this afternoon.
The group moved through North Street before making their way to Brighton Police Station in John Street.
A witness said protesters were chanting "the UK is not innocent" as they approached the site.
They arrived at the police station at about 1.40pm, sitting in the road and holding a minute's silence. Officers engaged with members of the group who "swiftly moved on".
They left the site by 2pm.
It is understood the march was linked to the death of Mohamud Mohammed Hassan last month.
The 24-year-old was arrested at his home in Cardiff on suspicion of breach of the peace on January 8 but was released from police custody without charge the following morning.
He died later that day.
Responding to the protest this afternoon, Brighton and Hove Police have now issued a statement urging people to adhere to lockdown laws.
The force said officers will take enforcement action "where there are obvious and wilful breaches" and are working to identify the organisers of today's march.
A police spokesman said: "We have responded to a protest involving approximately 50 people in Brighton city centre this afternoon. Officers engaged with the group, and they swiftly moved on.
"We’d like to remind everyone that the public health (coronavirus) restrictions are in place to keep people safe and protect the NHS, and we would urge the public to continue to follow government guidance.
"We have already begun our work to identify those involved, especially those that organised today’s event.
"Our approach has been consistent throughout this difficult time, and where there are obvious and wilful breaches, we will take enforcement action."
- READ MORE: Protest outside police station
Current lockdown laws prohibit people from meeting in large groups.
The government website states: "The police can take action against you if you meet in larger groups. This includes breaking up illegal gatherings and issuing fines (fixed penalty notices).
"You can be given a Fixed Penalty Notice of £200 for the first offence, doubling for further offences up to a maximum of £6,400.
"If you hold, or are involved in holding, an illegal gathering of over 30 people, the police can issue fines of £10,000."
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