Iranian Islamic law, implemented after the 1979 revolution, requires women to cover their hair with a scarf and wear long, loose-fitting clothing.
Police said the women were "tricked" into removing their hijabs by a propaganda campaign spread by Iranians living overseas, the Tasnim news agency reported.
Since the video of her protest went viral, Iranian women have been sharing pictures of themselves waving their headscarves from sticks in a public act of defiance.
The trend picked up momentum after video and images were posted online of one woman, waving a white scarf on a stick in December - a day before demonstrations erupted against economic conditions in eastern Iran, said Ms Alinejad.
The Islamic Revolutionary Guard Corps (IRGC) announced via the Tasnim news agency on February 1 that the women had been "deceived" by social media posts by Iranians living overseas and by foreign satellite TV channels.
Some women removed their scarves and held them in the air in protest
Iranian President Hassan Rowhani has not yet addressed the headscarf protests, though he did say Thursday that the government must do better in listening to its population.
Masih Alinejad, Iranian exiled journalist and women's rights activist, reacted to the photo in an Instagram post: "The fact that you are holding a flag instead of a baton shows that we have won!"
To campaign against the obligatory wearing of headscarves, Ms Alinejad a year ago encouraged women to take videos or photos of themselves wearing white and upload them on social media with the hashtag #whitewednesdays.
A twitter user posted: "A 2nd woman arrested in #Iran for protesting forced #hijab by taking off her headscarf. It is a prelude to infringing all their rights", she said.
However, Soheila Jelodarzadeh, a member of the Iranian parliament has expressed empathy with the protesters and has said that it was the result of pressure on women and "erroneous behavior" of the regime toward them.
"Women feel they have no control over their bodies".