They also climbed onto the roof of the Canary Wharf and mocked London Mayor Sadiq Khan's demand to end protesting and allow "business as usual".
Demonstrators had previously carried out a * a href="https://newswire.storyful.com/storylines/*/stories/218935?search_term=canary%20wharf" target="_blank" rel="nofollow noopener" *similar action on April 17.
It is the latest stunt by the group which had just declared the end of an 11-day campaign of disruption across London, which at points blocked high profile locations including Oxford Street, Parliament Square, Waterloo Bridge.
Richard Barnard of Christian Climate Action - who is now on top of a train, said: "We would really rather not be here but the ravaging of God's creation calls us to do something, anything to stop this headlong rush into extinction on the back of the myth of financial progress and growth and business as usual".
British Transport Police used ropes, ladders and harnesses to remove them before confirming five people were arrested on suspicion of obstructing the railway.
A British Transport Police spokesman said: "We are now responding to a protest incident at Canary Wharf station where a @LondonDLR service is being obstructed".
Protests were held at Britain's busiest airport last week, while the movement has spread across Europe and the rest of the world.
Protests could culminate on Friday, when the group will take to the famous Hyde Park Speakers Corner after two weeks of protests.
"We haven't got to that point where the government says "yes, please talk to us", Onley said as drivers stuck in the heart of London's bustling financial district furiously honked their horns.
The Met arrested 38 activists yesterday and have charged 69 people over the protests.
Protesters from Extinction Rebellion demonstrating outside Goldman Sachs offices on Fleet Street, London.
On Thursday, they turned their attention to London's financial institutions and the City - home to more worldwide banks than any other and the global center for foreign exchange trading.
But some activists admitted that Londoners often seemed befuddled about why the group thinks such tactics will help stop climate change. We do not do this lightly.
They include Alan Heath, 55, a research scientist, Jen Witts, 38, a support worker, Sian Vaughan 53, a retired head teacher, Debbie Rees, 57, a gardener and artist, Kef Shimidzu, 55, a tutor, Lucy Galvin, 53, a civil servant and Johnny Woon, 60, who is retired.
The activists plan protests outside other banks including Rothschild, Nomura, Deutsche Bank, Royal Bank of Canada and Rabobank, according to a protest planning document seen by Reuters.