The group has a protest planned for Monday at the Harrison County Justice Court in Gulfport.
The Mississippi Division of the Sons of Confederate Veterans says it is a historical group working to preserve history and the day honors the legacy of those who fought.
Alabama and Mississippi are not the only states that celebrate their Confederate past.
Georgia removed the “Confederate” designation from its holiday in 2015 but state employees still have the day off. Now the last Monday in April is called “State Holiday.”
In South Carolina, Confederate Memorial Day is celebrated in May to mark when Gen. Thomas “Stonewall” Jackson died.
The Associated Press contributed to this report.