Police arrested the organiser of the protest, Jessie Dimaisip, and rushed the would-be contestants who were to demand the resignation of Gloria Macapagal Arroyo.
About two dozen female activists from the left-wing Akbayan party had gathered at a street intersection wearing gowns, cardboard crowns and paper sashes that read "Miss State of National Emergency" and "Miss Martial Law".
Arroyo lifted a week-long state of emergency on Friday, saying the threat of a coup had diminished.
The state of emergency was widely criticised for banning rallies, allowing arrests without warrants, and permitting the president to call in the military to intervene and take over facilities, including media outlets. Arroyo said that was necessary to restore order.
The women donned fake, oversized moles on their left cheeks to imitate Arroyo.
When police took away Dimaisip from the crowd, the women insisted that they also board the police truck with him.
Percival Cendana, the Akbayan spokesman, said some protesters climbed on the roof of the van and chanted protest slogans all the way to police headquarters.
Norberto Reblora, a police officer, said charges of illegal assembly were being prepared against Dimaisip. Other protesters left the police station, he said.
Cendana said: "It was a mock beauty pageant called Missed State of the Nation and it was supposed to be a peaceful, cultural show that did not merit riot police presence.
"How can they have had an illegal assembly when they have not yet assembled?"