Hundreds of supporters of the Tehreek-e-Labaik Pakistan party have been blocked the road to Islamabad for nearly 10 days, demanding that the minister of law be sacked for what they term blasphemy.
"You all are being given a last warning," the Islamabad deputy commissioner said in the order.
A court had already ordered the party to end the protest, the order added. "After this final announcement, you all are being warned to end the illegal sit in immediately."
Tehreek-e-Labaik blames the minister, Zahid Hamid, for changes to an electoral oath that it says amounts to blasphemy. The government puts the issue down to a clerical error.
A spokesman for the Labaik party, Ejaz Ashrafi, refused to comply with the order.
"We're not moving," he told Reuters by phone form the sit-in.
A government official, Khalid Abbasi, said the protesters had set up pickets along the route they are occupying manned by party members carrying iron rods and sticks.
Since they got the warning, he said, hundreds of more party workers have joined the sit-in.
Fearing violence, the government has blocked several roads with shipping containers to corral the protesters, but that has caused hours-long traffic jams in and around the capital.
"All resources can be used to break this sit-in," the deputy commissioner's warning said.