Some protesters brought printed photos of the victims of the recent shooting at an elementary school in Yuvalde, the agency said.
Participants chant slogans such as "NRA go away", "Freedom from violence" and "These could be your kids".
According to the latest information, 19 children and three adults, including the shooter's grandmother, who died outside the school grounds, were killed in a school shooting in Uvalde.
Texas Gov. Greg Abbott has ordered a full investigation into the shooting.
After that, US President Joe Biden, in connection with the shooting at an elementary school in Texas, called for a challenge to the gun lobby.