"Around 20 people who were handing out discriminatory leaflets and calling for hatred in front of the central station [in The Hague] were arrested and will be questioned by the police," spokesman Jan van den Braak said on Tuesday.
The Dutch news agency ANP said the demonstrators were shouting slogans like "Muslims: parasites" and "Our own people come first."
The gathering came after Dutch society reacted with shock and outrage to the killing of Van Gogh, shot and stabbed to death on Tuesday as he cycled in broad daylight on an Amsterdam street.
Van Gogh was widely-known for his criticism of Islam and recently caused uproar with a short film linking domestic abuse with the perceived subservient position of women in the Islamic faith.
Many here fear the fact that Van Gogh's alleged killer is of Moroccan descent could lead to ethnic tensions in Dutch society.
His suspected killer, a 26-year-old man with Dutch and Moroccan nationality, has been arrested, but no information has been released about his motives.
One of The Hague's central mosques has been given police protection after the killing.
© 2004 Agence France-Presse