Five men and four women climbed onto the roof of the Villawood Detention Centre at 9am (AEST) on Wednesday.
They claim to have been on a hunger strike since Monday, and all are threatening to jump if Australian authorities don't agree to give them refugee protection visas.
News that makes sense
Your trusted source for staying up-to-date with the world around you. Get free daily news updates and analysis, straight to your inbox.
One of the women, Xiao Yun, 32, has told refugee advocates she is two months pregnant.
Speaking through a translator, who identified himself only as Baxter, Ms Yun said a 21-year-old man was in a coma after slashing himself.
She said the man had cut himself with a blade and nearly jumped off the roof.
Moments before he collapsed, Ms Yun said, he was "feeling very dizzy".
Ms Yun, who arrived in Australia on April 15, told Baxter that the father of her unborn child was protesting alongside her.
Baxter told reporters at the scene that the nine protesters planned to remain on the roof throughout the night and jump off together late on Thursday afternoon if their demands are not met.
Jamal Daoud of the Social Justice Network told AAP the group wanted their applications reviewed by independent bodies.
"They think if they are deported to China they will be tortured or killed," he said.
