Led by noted cleric and spokesman of the All India Shia Personal Law Board, Maulana Yasoob Abbas, they took out a rally in the Uttar Pradesh capital.
Shia Muslims later staged a sit-in before the state Assembly and burnt a Pakistani flag.
Speaking on the occasion, Abbas lamented that Shias were facing harassment in Pakistan and the government there was not concerned about their plight.
Calling for an end to the killings, he advocated stern punishment for those responsible for the same.
The protesters demanded that the United Nations should declare Pakistan a terrorist state.