"Around 30 Jewish faithful gathered to pray in the presence of (rightwing Likud) MK Moshe Feiglin," Luba Samri told AFP.
The Cenacle, or Upper Room, on Mount Zion is in a two-storey building considered holy to both Christians and Jews, who regard it as the place where the biblical figure David was buried.
An AFP photographer said Christian pilgrims and tourists were kept by police in one part of the church as militant Jews danced and prayed.
Pope Francis ended his recent Middle East trip by celebrating mass at the Cenacle, amid a decades-long debate over prayer rites at the site where Christians believe Jesus had his Last Supper.
For Jews, it is the ground floor which is sacred, revered since the 12th century as the burial place of David, who ruled from Jerusalem, although the site has never been excavated and the contents of its sarcophagus are unknown.
The Cenacle is also where evangelists believe that the Holy Spirit descended at Pentecost, 50 days after Easter.
"The Christians prayed at the tomb of king David, and for us this is blasphemy," one of the Jewish protesters, Shaga Brand, told AFP about Christian prayers there on Sunday, calling it a "provocation".
Under Israeli law, Christians are only allowed to pray there twice a year, prompting efforts by the Vatican to negotiate greater access rights to what is one of the most sacred sites in Christendom.
Those attempts have sparked a major backlash by nationalist Jewish groups, many of whom wrongly believe Israel is poised to sign over sovereign rights to the site.