Mumbai police said they were examining the knives and considering legal action.
"This is a symbolic gesture," said Shiv Sena spokesman Rahul Narvekar, adding that a knife shorter than six inches in length does not fit the definition of a weapon. The party also handed out small bags of chili powder - apparently to throw into an attacker's eyes.
"It's only to pass a signal to eve-teasers, anti-social elements and perpetrators of crime against women that women are empowered and they can take care of themselves," Narvekar said.
Eve-teasing is a euphemism for molesting women.