The protest followed the killing of a middle-aged woman by suspected herdsmen.
News Agency of Nigeria (NAN) reports that the protesters want all herdsmen to vacate their territory without further delay.
Women in their hundreds chanting songs appealed to the government to find a lasting solution to the activities of the herdsmen in the area.
NAN reports that one Mrs Magdalene Tunar, 39, was on Friday allegedly killed by armed men suspected to be herdsmen in Uluoke, near Auchi in Etsako West Local Government Area.
The victim was reported to have been shot dead while returning from the farm with her husband, Mr Wilson Tunar and their two children.
Mr Tunar, however, told NAN that the two armed men he suspected to be herdsmen had accosted them on their way from the farm.
“I usually park my car somewhere along the farm route because of the terrain, so we were moving towards where I parked when two men suddenly came out of the bush and pointed a gun at us.
“On sighting them, my wife inquired to know what was happening and the next thing I heard was a sound of the gun. They shot her in the stomach.
“When she fell, they pointed the gun at my children again and I immediately shielded them behind me to protect them from being shot.
“It was, however, a miracle when I heard the click of the trigger but nothing happened.
“I grabbed a wood close by and fought them with it and I got injured in the neck by a knife from one of them.
“They immediately fled when I was overpowering them.
“I had to rush my wife, who was then still alive to Iyamoh health centre for medical attention,” he said.
Tunar told NAN that he was advised to go to Faith Foundation Hospital close by as they were incapable of taking care of her.
He said that at Faith Hospital, they were again referred to Irrua Specialist Teaching Hospital (ISTH), saying that it was while they were on the way there that she died.
Tunar said activities of herdsmen have become increasingly problematic in the area and appealed to security agencies to help protect lives and property of people in the area.
“As I speak with you, three persons were allegedly abducted in the same area, on Friday by these people.
“Though two cars were snatched in the process, the vehicles have been recovered while the persons were yet to be found.
The Edo North Area Commander of the Nigeria Police, (ACP) Abdullahi Mohammed confirmed the incident to NAN, saying that the command had commenced an investigation on the matter.
“Investigation is on to unravel the circumstances surrounding the killing and our men are out there to arrest the killers,” Mohammed said.