Sonam Wangchuk, 58, and around 100 of his supporters were taken into custody on Monday night when they were intercepted by police on a major highway leading into the city.
The group had walked nearly 1,000 kilometres (620 miles) to demand more attention to climate change issues in their mountainous home region of Ladakh, on India's frontier with China, and more political autonomy for the territory.
They had planned to hold a peaceful rally on Wednesday coinciding with the birthday of independence hero Mahatma Gandhi until they were prevented from entering the capital.
"We have been detained at the police station and we are not being allowed to meet our lawyers," group spokesman P. Namgial told AFP.
Ladakh sits on a highly militarised frontier between India, Pakistan and China, which all claim parts of the remote and inhospitable territory.
The region is at the forefront of climate change that has seen melting glaciers and an increased incidence of flooding and landslides.
It is currently governed directly by Hindu-nationalist Prime Minister Narendra Modi's government in Delhi.
Wangchuk has spearheaded a campaign demanding Ladakh be given statehood, a move he says would help the territory preserve its fragile ecosystem by giving locals more control over environmental policies.
"Our very land is under threat," Wangchuk said as the march began last month.
"We are walking because we must, because silence is no longer an option."
Indian opposition leader Rahul Gandhi condemned the detentions as an "unacceptable" breach of the protesters' rights.
"Why are elderly citizens being detained at Delhi's border for standing up for Ladakh's future?" he said in a social media post.
Activists, news organisations and non-profit groups say they have faced increased harassment and legal threats since Modi took office in 2014.