The protesters, numbering about 500, were also demanding that the central government in Moscow redraw the boundaries between Ingushetia and the neighbouring North Ossetia - a predominantly Orthodox Christian republic - to return territory that previously belonged to the Ingush.
The rally in the republic's main city, Nazran, organised by a non-governmental organisation, was not authorised by the authorities, said Roman Schekotin, spokesman for the Interior Ministry's branch in southern Russia.
The disputed Prigorodny district has been a flashpoint of tensions between the Ossetian and Ingush ethnic groups.
War broke out between them in 1992, killing hundreds and leading to the expulsion of some 75,000 ethnic Ingush from the region. Efforts to allow the return of Ingush refugees have met with sometimes violent resistance.
Ingush President Murat Zyazikov, a former senior officer in the regional branch of Russia's Federal Security Service, the successor to the KGB, was elected to office in 2002.
''These questions should not be decided on the streets''
Ingush President Murat Zyazikov
Ingushetia is one of the poorest Russian provinces, and its limited resources have been further strained by the influx of refugees from the war in neighbouring Chechnya.
Along with other southern republics, Ingushetia has also seen an outbreak of violence linked to the Chechen guerrilla conflict.
Zyazikov accused unnamed forces of seeking to ''destabilise'' the situation in Ingushetia and vowed he would not resign.
''These questions should not be decided on the street,'' he told the Interfax news agency in an interview from the Ingush capital, Magas, referring to the territorial dispute.