The group said Thunberg was arrested under the Terrorism Act for holding a sign that read: “I support the Palestine Action prisoners. I oppose genocide.” The British government has proscribed Palestine Action as a terrorist organisation.
A City of London police spokesperson said two other people had been arrested for throwing red paint at a building. The spokesperson added that a 22-year-old woman later attended the scene and was arrested for displaying a placard in support of a proscribed organisation.
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Prisoners for Palestine, which supports some detained activists who have gone on hunger strike, said the building was targeted because it was used by an insurance firm that it said provides services to the British arm of Israeli defence company Elbit Systems.
The insurance company did not immediately respond to a request for comment.
Thunberg, 22, became prominent after staging weekly climate protests in front of the Swedish parliament in 2018.
Last year, she was cleared of a public order offence in Britain after a judge ruled police had no power to arrest her and others at a protest in London the year before.
Thunberg was detained along with 478 people and expelled by Israel in October after joining an activist convoy of vessels, the Global Sumud Flotilla, that attempted to reach Gaza with aid supplies. Israel has consistently denied allegations of genocide.