The protesters joined the funeral of a slain Shia protester on Tuesday in a mass rally dubbed "the march of loyalty to martyrs."
They marched toward Pearl Square, the focal point of pro-democracy protests in the country, and called for the government's downfall before any talks could be held with the ruler ship.
Many others still remain camped out in the square, vowing not to leave until their demands are met.
Reports from Manama showed that a number of police officers have also joined the march.
The demonstrations come a day after Bahrain's King Hamad ibn Isa Al Khalifa ordered the release of a number of political prisoners.
The release of all activists is the opposition's key condition for accepting the government's offer of talks.