A member of the Anima Naturalis organisation, with "banderillas" attached to his body and covered in fake blood - simulating the condition of a bull during the course of a bullfight - protested on the Plaza de la Paz, in central Guanajuato, the city where the festival is celebrated every year.
Later the demonstrators moved to the portable El Pilar bullring set up on a local baseball field.
Anima Naturalis Mexico director Leonora Esquivel told EFE that the organisation will send letters to the governor of Guanajuato and festival organisers to demand that they omit the programme of bullfights from the agenda at the next celebration.
"People in Guanajuato are ashamed that for the first time these shows are being included in a festival that was purely cultural," Esquivel said.
The organisation said in a communique that bullfighting is "common to societies that are ethically and morally backward" and a "sadistic" spectacle.
The bulls are treated without "the minimum moral consideration for living beings" and the bullrings are "centres of institutionalised torture", Anima Naturalis said.
The 37th edition of the festival, which is one of the most important cultural events in the Americas, runs from Oct 14 to Nov 1, with the Canadian province of Quebec as this year's specially invited guest.
The festival is rooted in a performance tradition that goes back to 1954, when the University of Guanajuato first produced the "entremeses", or farcical works, of "Don Quixote" creator Miguel de Cervantes.
This year's festival will feature 2,300 artists from 25 countries and expects to attract at least 500,000 people.
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