Mexican government has said that corrupt police handed the 43 students over to a drug gang in September 2014, who then incinerated them at a dump in Cocula, Guerrero.
The parents remain jailed on federal drug charges after they tried using their 19-month-old child to help smuggle methamphetamine from Mexico into the U.S.
Attorney General Arely Gómez reported on the arrests done during the investigations
They protested at the Monument to the 43 over Reforma avenue.
A federal appeals court ruled Wednesday that officials must quickly release immigrant children from family detention centers after being picked up crossing the U.S.-Mexico border without documentation.
They also demand the resignation of Tomás Zerón de Lucio, head of the Criminal Investigative Agency.
Human rights groups that represent the parents issued a statement in which they asked that Tomás Zerón "be fired from his post so that he can be investigated for crimes related to obstruction of justice."
They arrived at the Basilica of Guadalupe.
They took from the central Metropolitan Cathedral to the northern Basilica of Guadalupe.
They took from the central Metropolitan Cathedral to the northern Basilica of Guadalupe.