The protesters, including women, children and the elderly, gathered at Alamdar Road, a Shia-dominated neighbourhood of Quetta, with the bodies of over 80 people killed in bomb attacks last night.
Despite the biting cold, the Shias said their protest would continue till authorities acted to improve security.
Footage on television showed protesters sitting on the road with bodies wrapped in shrouds.
Shia Conference president Syed Dawood Agha told the BBC that his community would not bury its dead till the army gave an assurance that it would take administrative control of Quetta.
Leaders of the community said the Balochistan government had failed to protect them and demanded that the army be deployed in Quetta, the provincial capital, to prevent sectarian attacks.
Top Shia leader Maulana Amin Shaheedi publicly criticised army chief Gen Ashfaq Kayani.
Ninety-two people, a majority of them Hazara Shias, were killed in blasts at Alamdar Road last night.
A suicide attacker blew himself up inside a crowded snooker club.
Minutes later, a car bomb went off in the same area.
The Lashkar-e-Jhangvi, a banned Sunni militant group, claimed responsibility for the blasts.
The LeJ has carried out a series of attacks in Quetta and surrounding areas over the past few years, killing scores of Hazara Shias.
Shia leaders in Quetta were also angered by the fact that no member of the Pakistan People's Party-led government in Balochistan had met the victims of yesterday's attacks or visited the protesters at Alamdar Road.
The Hazara Democratic Party demanded that the provincial government should be dismissed and a caretaker set-up formed after consultations with all political parties.
The HDP further demanded that security forces should carry out targeted operations against militants targeting Shias.
Islamabad: Hundreds of Hazara Shias on Friday protested against bomb attacks in the southwestern Pakistani city of Quetta that killed dozens of members of the minority community, saying they would not bury their dead till the security situation improves.
First Published: Saturday, January 12, 2013, 00:02