Anger among Islamists has been rising since former telecommunications minister Abdul Latif Siddiqui was released on bail last week over comments he made in 2014 against the annual hajj pilgrimage.
Supporters of Hefajat-e-Islam and other groups chanted "Death for infidel Latif" and waved placards during a march through the capital.
"Our protest will continue till the government ensures the highest punishment for the non-believer," Noor Hossain Kafeli, a senior leader of Hefajat, told reporters.
Hundreds of riot and plainclothes police flanked the march in case of violence, while similar protests were held in other parts of the Muslim-majority country.
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"At least three to four thousand people are attending this procession. We are remaining alert to avoid any untoward incidents," a police commander told AFP on condition of anonymity in Dhaka.
Footage of Siddiqui's comments was broadcast back in Bangladesh where protests prompted Prime Minister Sheikh Hasina to sack him.
He was eventually arrested for "wounding religious sentiments" and remains under police investigation. No charges have been laid.
In 1994, similar protests by Islamists forced author Taslima Nasreen, a self-declared atheist, to seek exile abroad.