In what they described as a protest over Pope Francis's upcoming visit to the European Parliament, three members of the group appeared on St Peter's square wearing only leather mini-skirts and flower garlands in their hair.
Two of them had "Keep it Inside" written on their backs – a slogan apparently related to what followed.
After bending forward, the women dropped down on to all fours, all the time appearing to simulate anal sex with a crucifix.
Police quickly intervened to drag the women away as bemused onlooking tourists snapped the scene with their smartphones.
It was not immediately clear if the activists would face any criminal charges.
According to the group, the protest was organized because they regard the Pope's November 25th visit to the European Parliament as an attack on secular principles.
"Pope is not a politician," one of the three women had emblazoned across her exposed breasts.