Del Naja participated in the demonstration on Saturday to show his support for the banned activist group Palestine Action, the BBC reported.
Previously, 61-year-old Del Naja told the PA news agency he knew he could be arrested and that it could jeopardize his ability to travel and tour in the future, but he still chose to participate.
A total of 523 people were arrested.
According to a court ruling, the UK government does not have the right to ban and label Palestine Action as a terrorist organization. However, the ban and terrorist designation remain in place pending an appeal.
Massive Attack are booked for a gig at Dalhalla in Rättvik on May 30.
