It is illegal in Northern Ireland to even possess the pills and the women could even face life imprisonment under the law as it stands.
They are understood to have been questioned by the Police Service of Northern Ireland (PSNI) but not arrested.
Two mini-robot abortion devices were also been seized by the police after the protest outside Laganside Court in Belfast on Wednesday, May 31.
"Officers recorded footage of the demonstration, the details of a number of participants and have spoken with one of the event organisers. We will be reviewing the footage to determine whether any offences have been committed, but as we are now investigating this matter, we will not be commenting further," said Chief Inspector Stephen McCauley.
The protest in Belfast on Thursday, May 31, came as Theresa May's government comes under pressure to introduce new legislation to bring the law in Northern Ireland into line with the rest of the UK.
The Republic of Ireland will drop its Eighth Constitutional Amendment — which bans most abortions — after more than 66 percent voted in favor of the move in a referendum on Friday, May 25.
Terminations had previously only been allowed if the mother's life was in danger, including as a result of suicide.
Theresa May's DUP Allies Opposed to Law Change
Mrs. May is under pressure by her Democratic Unionist Party (DUP) allies not to change the law in Northern Ireland.
Some members of her cabinet immediately supported the opposition in calling for new legislation to legalize terminations.
At the same time, any attempt to change the abortion law will be strongly opposed by the DUP, the Tories' allies at Westminster, whose members believe that the time has not come for such reforms in Northern Ireland.
The Tories rely on the DUP's votes when it comes to crucial votes on Brexit and if they were to walk out on Mrs. May it would almost certainly mean another general election.
Since 2013, abortions have been allowed in the Republic only in cases of life-threatening conditions. Illegal abortions could be punished with up to 14 years in prison.