Members of the right-wing Generation Identity (GI) movement trudged through the snow up to Col de l'Echelle near the border with Italy where they erected a "symbolic border" and unfurled a huge banner telling migrants to "go back to your homeland". They also planned to spend the night at the location.
The pass is a "strategic point of passage for illegal immigrants" entering from Italy, GI spokesman Romain Espino, told AFP, criticising what he called "a lack of courage of the public authorities".
"With a little bit of will, we can control immigration and borders," he added.
The group -- mainly French but also including Italians, Hungarians, Danes, Austrians, English and Germans -- set up a "symbolic frontier" using plastic wire mesh.
Espino said the activists want "to explain to the potential migrants that it is inhumane to make those people crossing the Mediterranean or the snow-covered Alps believe that these routes are not risky".
"They are not going to find El Dorado, it's immoral. Those who pay for it are the French," he added.
The local prefecture said in a statement the protest had gone off without any disturbance, adding that by early evening some of the activists had already left the site.
For the past year, the French Alps have experienced a sharp increase in arrivals of young people, mostly from Guinea and Ivory Coast.
According to authorities, 1,900 illegal immigrants were sent back to Italy in 2017 compared to 315 the previous year.
Migration remains a big issue along the French-Italian border, interior minister Gerard Collomb said on Friday night, referencing some 50,000 people denied entry in 2017.
"We have decided to renew the border controls for six months," he told lawmakers during a debate of the controversial asylum immigration bill which is branded "inhumane" by the left, but a "little law" by the right.