The protesters included students from Trevor Browne High School and other area high schools and colleges.
They rallied Tuesday afternoon in the intersection of 75th Avenue and Cheery Lynn Street, forcing the closure of 75th Avenue in both directions.
The Arizona Republic (http://bit.ly/GF6E4h) says the protest started on a street corner but moved into the street by 3:15 p.m.
Phoenix police say the protest was illegal because participants blocked the road.
Police say the protesters were told to leave by 5:30 p.m. A line of officers approached the protesters in the road after that and started taking some into custody one by one.