The largest demonstration was held in Kano where people carried placards condemning the massacre.
They called for transparent investigations into the killings and bringing the perpetrators to justice, al-Alam news network reported.
The demonstrators also called for the immediate release of those arrested in the attacks, including Leader of Nigeria Islamic Movement Sheikh Ibrahim Zakzaky.
People in other countries, including Iran and Iraq, also held rallies in condemnation of the massacre.
On Saturday night, Nigerian military forces surrounded the house of the Shia leader in Zaria.
Heavy fighting broke out afterwards between the government forces and members of the Islamic Movement, which stretched into the early hours of Sunday.
Several hundred Shias are said to have been killed in the massacre.
Human rights groups and activists have strongly denounced the Nigerian government for violating religious and social freedoms by attacking peaceful Shia gatherings.
The Nigerian army had also targeted Shias in August last year as people were holding a demonstration to condemn Israeli attacks on the Palestinians.
Shias in Nigeria have also been targeted by the Takfiri militant group Boko Haram. More than 20 people were killed on November 27 in a Boko Haram bomb attack targeting Nigerian Shia Muslims during an annual religious procession in the northern state of Kano.