Economic Freedom Fighters MP Floyd Shivambu on Thursday evening warned the EFF will be armed the next time parliamentary protection officers confront them.

"They obviously manhandled all of us. Next time, we will be armed," he said as he walked to the steps of the National Assembly in the rain.

He joined a group of EFF MPs and supporters dancing and chanting "pay back the money".

EFF leader Julius Malema and some of his MPs had earlier interrupted President Jacob Zuma's state-of-the-nation address to Parliament.

After being repeatedly asked to leave the House, they were eventually removed by security officers.

Malema told journalists: "We have got it on good authority that those were the presidential protection unit. We are not going anywhere. We are part of their Parliament."

He accused government of responding to political issues not with "political answers but security apparatus".

National Council of Provinces chairwoman Thandi Modise explained the presiding officers had a right to call in security.

Fist fights broke out between EFF MPs and parliamentary officers, both in the Chamber and outside in the corridor.

The EFF's hard hats flew across the benches as the MPs were removed.

"They started with [Godrich Gardee]. They hit him first," said EFF Western Cape chairman Bernard Joseph.

EFF MP Emmanuel Mtileni said officers manhandled him.

"They grabbed me, they even moered [hit] me," he said, pointing to his cheekbone.

Officers dragged the MPs towards the Old Assembly and linked hands to bar journalists from going down the stairs.

Mtileni remonstrated with riot police, saying "How can you do that to us? Zuma stole your money too. How can you hit us?"

EFF spokesman Mbuyiseni Ndlozi said he was grabbed by the throat.

"I don't know whether they choked me but they cut my voice for a while," he said.

According to Ndlozi, some of his colleagues were injured.