Gaza police say the two are staying with a Muslim religious official at their request, because they fear retribution from their families for converting.
Christians are a minority of about 1,500 people in Gaza, a territory with 1.7 million Muslim residents. Since the Islamic militant Hamas seized power five years ago, Christians have felt increasingly embattled but have largely kept silent.
Monday's protest was a rare exception. Gaza's Archbishop Alexious said the converts – a 25-year-old man and a woman with three children – should be returned to their families.
Forcible conversions have been unheard of in Gaza before.
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