Activists from the Peoples Union for Democratic Rights organised a demonstration at Jantar Mantar, New Delhi to protest against capital punishment.
At least three of those killed were minors at the time of sentencing. Saudi Arabia has executed 104 people this year.
The new penal code imposes death penalty for gay sex, including by stoning.
The 39-year-old woman was executed earlier this week on charges of murdering her employer. Rights organizations have long criticized the horrible conditions in which domestic workers are forced to work in Saudi Arabia, with the women facing abuse and rape