Shouting anti-government and anti-Khalistan slogans, the protesters first held a rally inside Hanumangarhi temple in Phagwara and then started their march from there, converging at Sugar mill crossing on National Highway 1.
Slogans in favour of Hindu-Sikh unity were also raised by protesters who condemned "Khalistani forces" and terrorists.
The protesters demanded proper security to prevent recurrence of any Gurdaspur-like incident in state.
They also demanded punishment for Soni's assailants as well as adequate security for Hindu leaders facing threat.
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Soni was allegedly shot at and seriously injured by an assailant at a park in Gurdaspur yesterday.
The gunman of the Shiv Sena leader had overpowered the assailant, who shouted slogans in favour of separate Sikh homeland, police had said earlier.
In view of the attack, Chowdhary said security of Hindu leaders was being reviewed afresh in Kapurthala district, particularly Phagwara.
"Some Hindu leaders already have adequate security, some more were given security after yesterday's incident while some others will be provided the required security keeping in view the threat perception," he said.
"Nobody will be allowed to vitiate peace or create any communal tension," SSP said.
In Phagwara town, activists of some Hindu outfits, including Shiv Sena, held a protest march against the attack.
Heavy police force, led by Phagwara SP Rajeshwar Singh Sidhu, was deployed in Phagwara in view of protest by leaders of various Hindu bodies.
SSP Rakesh Kaushal said adequate security arrangements have been made to ensure law and order.
However, no restrictions have been imposed in any part of the town on people's movement, he said.