They demanded suspension of routine business of the House to discuss the execution of Guru and return of his body to the family.
The PDP members Murtaza Khan, Ch Nizam-ud-Din Khatana, Syed Asgar Ali and Mohd Ashraf Mir stood on their seats and urged the chairman to allow discussion on the issue.
PDP members shouted slogans of "Afzal ki body vapis karo" and carried placards saying "Return the mortal remains of Afzal Guru for the last rites".
PDP members even tried to shout out other members who were taking part in the question hour.
The chairman urged them to allow the proceedings and said that the issue could be discussed later.
But after protesting for at least fifteen minutes, PDP members trooped into the well of the House amid slogan shouting.
After a while, they staged a walkout in protest of the denial to hold the discussion.