Human-rights groups claim Egyptian authorities arrested about 2400 people after the 7 October hotel bombings in Taba and Ras Shitan that killed 34 people, the first significant attack in the country since 1997.
The Egyptian government has since released some detainees but has never revealed how many people it has in custody.
The group of about 50 women began their protest after Friday prayers, congregating in al-Arish's main square, prompting police to cordon off the area and prevent others from joining in, police officials said. Al-Arish is 350km northeast of Cairo.
The women shouted anti-government slogans and demanded the release of their relatives, claiming they were innocent of any involvement in the attacks.
Last month Human Rights Watch said the government had yet to release the detainees' names, their locations or whether they had been charged.
The relatives of the detained
have demanded their release
The human-rights organisation also accused the police of torturing some of the detainees.
Eleven detainees were released this month, and 90 were freed last month.
Police clashed with protesters during a demonstration in January in which three police officers and about 10 protesters were injured.
Egyptian authorities have tightened security in the area since the attacks to try and find those responsible.
Egyptian security forces engaged in shootouts with fighters in the Sinai's hills earlier this month, killing three suspects. The government has said that five others implicated in the bombings are also in custody.