Tommy Robinson shouted, "You are enforcing Sharia law", at officers who held him on suspicion of obstructing police as he tried to enter the London borough of Tower Hamlets.
The EDL had previously announced plans to walk through part of the capital before gathering outside Woolwich Barracks, near where Drummer Rigby was hacked to death in broad daylight.
But the Metropolitan Police put conditions on the march which demanded that it ended at Old Palace Yard, opposite the House of Lords.
As well as planning to lay flowers in memory of Drummer Rigby, Mr Robinson and EDL co-leader Kevin Carroll, who was also arrested, were walking to raise money for a young girl fighting cancer.
Sky Correspondent Tom Parmenter said: "They'd walked six miles when they were arrested outside Aldgate East underground station.
"Police had been tracking the walk across London and had regularly spoken to them about their route.
"The EDL leaders had been warned not to go past a large mosque in east London or enter the borough of Tower Hamlets.
"As they approached the boundary of the borough they were warned again by officers who told them they may be arrested."
Mr Robinson and Mr Carroll repeatedly asked if they would actually be arrested before another man approached the pair and assaulted Mr Carroll.
Parmenter said: "As police officers tried to deal with the situation the EDL leaders continued to walk forward and then a senior policewoman placed the pair under arrest." (+ video) » | SkyNews | Saturday, June 29, 2013