Father Jose Landaverde from Our Lady of Guadalupe Mission says the raids happened during Wednesday's May Day march in Union Park.
He says while immigrants were marching for reform, ICE agents took people from their homes in the Back of the Yards neighborhood.
"They were separating our families, and we are demanding a moratorium on the deportations," said Landaverde.
ICE says its agents prioritize the removal of criminal immigrants, recent border crossers, and those who repeatedly violate immigration laws.
The agency says it does not target undocumented immigrants randomly.