The climate change activist spoke out before the group won the go-ahead to take legal action over the order, which has been condemned by human rights groups as unlawful.
“If standing up against the climate and ecological breakdown and for humanity is against the rules then the rules must be broken,” Ms Thunberg wrote on her Instagram account.
Jonathan Bartley, the Green Party co-leader, was among the latest people to be arrested after joining protesters in Whitehall.
More than 1,640 people have been arrested since XR began a two-week protest in London to urge the government to urgently step up action to combat global warming.
On Monday, Scotland Yard issued a section 14 order banning the group from demonstrating anywhere in the capital.
A judicial review of the ban, which the group’s lawyers say is “disproportionate and unlawful” will be held on Thursday afternoon.
The order has been condemned by the Green Party and Labour, with shadow home secretary Diane Abbott describing it as “completely contrary to Britain’s long-held traditions of policing by consent, freedom of speech, and the right to protest”.
Human rights groups including Amnesty International and Liberty have also criticised the Metropolitan Police over the “heavy-handed” and “chilling” tactic.
Deputy assistant commissioner Laurence Taylor said the ban had been imposed following “continued breaches” of a previous order, which restricted protesters to Trafalgar Square.
Under the new order, any gathering of two or more people linked to XR’s Autumn Uprising is deemed unlawful.
Barrister Jo Maugham said the move was a “huge overreach” of police powers, while human rights lawyer Adam Wagner called it ”draconian and extremely heavy-handed”.
The mayor of London, Sadiq Khan, distanced himself from the police order and said he had asked senior officers to “find a way for those who want to protest the climate emergency we face to be able to do so legally”.
A group of breastfeeding mothers and babies also demonstrated outside the offices of Google and YouTube.
Mr Bartley said: “We cannot go on with HS2 destroying acres and acres of countryside.
“We cannot go on with subsidising fossil fuels, we cannot go on with our road-building programme, we cannot go on even with our nuclear programmes.”
Hundreds of activists in Trafalgar Square put black tape over their mouths to symbolise the silencing of their protests by police.
Julian Thompson, from XR, said: “We have been on the streets to demand that the government produces a plan to deal with the climate and ecological emergency.
“The government’s silence is deafening, with no mention of it in the Queen’s Speech, which is their programme for government for the year.
“At a time when it’s more important than ever to peacefully assemble and protest on these emergencies, we are now at risk of being silenced by the authorities.
“This is a dangerous precedent. We need more democracy, not less.”
Activists plan to target the Tube network on Thursday, which a senior police officer called “unacceptable”.
He said: “That will cause huge disruption for London and we consider that wholly unacceptable, and obviously will be policing that with our partners at British Transport Police.”
A government spokesman said: “The UK is already taking world-leading action to combat climate change as the first major economy to legislate to end our contribution to global warming entirely by 2050.
“While we share people’s concerns about global warming, and respect the right to peaceful protest, it should not disrupt people’s day-to-day lives.”