Holding signs, including one saying: “We are refugees. No fingerprints!”, the migrants staged the protest outside the island's city hall, La Repubblica reported.
Another sign said: "Europe union. Help us this Europe".
The protest came as astronaut Samantha Cristoforetti, a Unicef goodwill ambassador, visited a refugee reception centre on the island, a focal arrival point for thousands of migrants crossing by sea from North Africa, and met rescue workers.
The European Commission on Tuesday demanded Italy use force, if required, to take the fingerprints of migrant arrivals after launching legal action against the country for its failure to register all newcomers in an EU-wide database.
Arci, a humanitarian organization in Sicily, said that some of the protesters had been detained on the island for more than a month because they refused to give their fingerprints in order to bypass the Dublin regulation, which forces refugees to stay in the country where they first submitted their asylum request.
Mayor Giusi Nicolini has called for a meeting with the Interior Ministry and humanitarian organizations to accelerate the relocation of refugees.
An EU deal agreed in September, which was supposed to see 80 refugees a day leave Italy for other EU states, has lagged.
"There is no doubt that Lampedusa can't be used as a prison,” the mayor was quoted by La Repubblica as saying.
“Because imprisonment is a violation of human rights against people who have crossed the sea, and hell, for their freedom.”
The European Commission this week began legal proceedings against Croatia, Greece and Italy for failing to register all migrants in the Eurodac database when they first arrive on the continent.
The EU is grappling for solutions to the arrival of around one million migrants in Europe this year, most of them Syrian refugees coming from Turkey.