Dhansa and Jharoda Kalan borders were closed for traffic movement due to the demonstration and commuters were asked to take an alternative route, the Delhi Traffic Police said.
Organised by Left-wing farmers' and workers' outfits, the 'Mazdoor Kishan Sangharsh Rally', began from the Ramlila Maidan and culminated at the Parliament Street.
Police said farmers have been allowed to hold peaceful protest at the Nirankari Ground in north Delhi.
Union leaders, who came out of the meeting venue shouting slogans, said the talks remained deadlocked and some of them threatened to boycott any further meetings if no solution was found at Thursday's meeting.