The demonstration began in south Tel Aviv, with thousands of protesters walking in single file down one of the major roads in the city, with their arms crossed in front of them as though shackled.
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Carrying signs reading, "We are not animals", the protesters then gathered outside the entrance to the Interior Ministry offices. Some of the protesters had painted their faces white.
The protesters were met by dozens of police officers on foot, as well as mounted police.
Israel has struggled to come up with a cohesive policy on the 55,000 or so migrants, most of whom entered the country illegally via the then-porous Sinai border, and then claimed refugee status.
Tuesday's demonstration is the latest in a series of protests by the Africans in Israel over state policy towards them. Last month, thousands gathered in Tel Aviv's Rabin Square, the city's primary rally site, to protest their treatment. That protest was followed up by a demonstration outside the Knesset building in Jerusalem.
Israel has now adopted a policy of rounding up the Africans and sending them to the Holot prison in the Negev, where they can, under new Israeli law, be held for up to a year.