Banerjee started her protest on Sunday night in Kolkata's Dharamtala area after Central Bureau of Investigation officers showed up near the residence of Kolkata Police Commissioner Rajeev Kumar.
The Trinamool Congress supremo has accused Prime Minister Narendra Modi and Bharatiya Janata Party chief Amit Shah of attempting a coup to destabilise her state, saying there is a "constitutional break-down".
On Sunday night, DMK President Stalin also extended his support to Banerjee.
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"The independence of every institution has been compromised under this fascist BJP Government. I stand with @MamataOfficial Didi in her fight to protect the federal structure of this country and to save democracy," he said in a tweet.