The group were arrested on Monday during a silent march in Kinshasa, Nera Kanyinda, of a group called ECCHA (Citizens' Commitment for Change), told AFP.
"They were going to hand in a statement to the president's special representative for fighting sexual violence to ask the president to get involved in releasing women and girls who have been forced into sexual slavery in Kasai."
The 40 were released early Tuesday afternoon, "and no charge has been held against them", Kanyinda said later.
Supporters of those arrested rallied on Tuesday near the Kinshasa provincial police building to demand their release, Presstv reported.
The Kasai region plunged into violence in September 2016 after government troops killed a local chieftain, Kamwina Nsapu, who was opposed to the Kinshasa government.
Rebels fighting in his name are battling government forces and a pro-government militia called the Bana Mura.
The crisis is the latest to grip one of Africa's most troubled nations, which is also struggling with turbulence over the future of President Joseph Kabila.
Twice-delayed presidential elections are due to be held in December, but Kabila has kept the country guessing about his plans.
He should have stepped down at the end of December 2016 at the end of the two-term limit set by the constitution. He is staying on under a constitutional clause that enables a president to stay in office until his successor is elected.