They marched in the Shiite area of Bilad al-Qadim, waving the flag of the Gulf state and chanting slogans calling for jailed members of the opposition to be released.
The opposition led by the Shiite Al-Wefaq movement in a statement charged that the government had not implemented the recommendations of a commission of inquiry into violence in the spring of 2011.
The investigation concluded that excessive force had been used by security personnel in the Sunni-ruled kingdom against mostly Shiite protesters.
The judicial authorities have stepped up the number of trials of Shiites charged with attacking the police.
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In the latest case, an appeals court on Monday upheld jail terms of up to 15 years for 17 Shiites convicted of attacks on the police.
A Shiite-led uprising to demand a democratic reforms in Bahrain was crushed in March 2011.
King Hamad in August ordered stiffer penalties for "terror acts".
These include a minimum 10-year jail term for an attempted bombing. If such attacks cause casualties, the sentence can be life imprisonment or the death penalty.
Strategically located across the Gulf from Shiite Iran, Bahrain is home to the US Navy's Fifth Fleet and is an offshore financial and services centre for its oil-rich Gulf Arab neighbours.
At least 89 people have been killed since the protests began, according to the International Federation for Human Rights.