A Parliamentarian from Imran Khan`s PTI triggered a furore by calling for the release of Mumtaz Qadri, the man convicted for gunning down former Punjab Governor Salmaan Taseer.
Mumtaz Qadri was angered by Salmaan Taseer`s opposition to the controversial blasphemy law.
Tuesday`s rally took place as Mumtaz Qadri appealed his death sentence before a high court.
Radical clerics have criticised Shah for giving an "un-Islamic" verdict and called for action against him.
Death sentence has been awarded to Malik Mumtaz Hussain Qadri, the self-confessed assassin of Salmaan Taseer.
Religious extremist groups had warned the court and the government against convicting Qadri.
Day in Pics: 29th January
Showbiz World - January 29, 2015
President Barack Obama's speech at Siri Fort auditorium