The group was starting to burn branches and anything else they could find in the streets of the CBD to keep warm as the sun set.
Economic Freedom Fighters leader Julius Malema was sitting in the foyer of the legislature building, refusing to leave.
EFF members said Malema would not leave the building until he had met legislature Speaker Ntombi Mekgwe. He apparently refused to meet the deputy speaker.
Malema led about 2000 members to the legislature to protest against the removal of their MPLs during a sitting on July 1, for wearing red overalls.
Earlier, police fired a stun grenade at a group of EFF members trying to enter the building.
A group of around 50 EFF supporters banged on the closed doors of the legislature and threw broken bottles at it.
Other EFF supporters looked on and sang.
After the stun grenade was fired the group outside the door ran. They picked up plastic bottles in the street and threw them at the police.
Malema and some members broke through a human chain of police officers and stormed into the building. The doors were shut and locked to prevent others from getting in.