According to reports, the women, who were planning to enter a section in the temple where a stone considered holy and representative of Lord Shani is installed, were stopped 40 km away, at a checkpoint in Supa.
The women activists had departed from Pune earlier on Tuesday, saying they want to end a centuries-old ban on women entering the inner-most part of the temple, where the idol is placed on an open-air platform.
However, the temple's priests and the members of the board that runs the shrine said their demand was unacceptable.
With the aid of locals, they formed a human chain to restrict the women from entering the holy section.