Meanwhile in Abuja, women staged a similar rally, carrying pictures of the dead.
Risika Razak, one of the leaders of the protest, said she wanted to show the government that "things are not going right".
"They should beef up security in troubled areas so that we would be able to know that people that go to bed will wake up the next day and life will continue," she said.
Officials and religious leaders have accused the military of not acting quickly enough to prevent the massacre.
But on Thursday, the commander of the regional task force, Major General Salih Maina, rebuffed the criticism.
He said the army was told of the violence only after it had happened.
Earlier, the BBC's Komla Dumor visited a mass grave in the village of Dogo-Nahawa where more than 100 bodies from one village had been buried.
One community leader in the village told the BBC how his five-year-old granddaughter had been hacked to death with a machete.
Like earlier eyewitness accounts, he said the violence started with gunfire.
"People were running helter-skelter because of this.... They had never heard something like this before.
"People that were running and run into them, and they were macheted."
The authorities have arrested about 200 people and charged 49 with murder.
Although the clashes take place between Muslims and Christians, observers say the underlying causes are economic and political.
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