The demonstration took place outside the headquarters of Yemen's national security service, the same area in Sanaa where the violence occurred yesterday, an AFP correspondent reported.
They chanted slogans denouncing the security body, while a statement issued by the organisers urged the government to address the killing of the 10 Zaidi rebels and the wounding of 38 others.
"O people! Keep up the fight. The national security is vicious," they shouted.
He said they were well prepared for the attack and used neighbouring buildings to launch their raid, adding that those killed and wounded were among the attackers.
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The official said earlier that some of those detained were "suspected of (sharing) intelligence with Iran".
The rebels, also known as Huthis after their leader Abdel Malek al-Huthi, had rebelled in 2004 against the government of ex-president Ali Abdullah Saleh, accusing it of marginalising them politically and economically.
The Zaidis are participating in an ongoing national dialogue launched in March to discuss the impoverished country's main problems, including the issue of the Huthi rebellion.
The Zaidis belong to an offshoot of Shiite Islam and are a minority in Sunni Yemen.