Tunisia has been in turmoil since the killing of opposition leader Chokri Belaid on 6 February.
Algerian Communications Minister Mohamed Said Belaid said a "significant number of terrorists" had been killed.
In the city of Sidi Bouzid, some 10, 000 people also gathered to mourn Mr Belaid.
Belaid's family told local media his funeral would be held Friday, according to TAP.
Belaid, a prominent secular politician, was shot dead as he left his home Wednesday morning for work.
Supporters of the secular opposition have blamed Ennahda for Mr Belaid's assassination - an accusation the party denies.
Chokri Belaid had warned just this week that the government had given a green light to political violence.
Opposition supporters alleged the governing Islamist party Ennahda - which Mr Belaid frequently criticised - was behind his killing.
Mr Belaid, a lawyer and secular political figure, was shot by a gunman as he left home for work.
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But Mr. Belaid's relatives and many opposition officials blamed Ennahda and its allies.
Belaid, a prominent secular politician who decried violence, was shot dead as he left his home Wednesday morning for work.
Some 3, 000 people initially gathered outside the building in the Djebel Jelloud suburb of Tunis where Mr Belaid's flower-covered coffin lay.
In February, a leftist politician, Chokri Belaid, was assassinated and the men eventually arrested were described as being linked to salafi groups.
Chokri Belaid was shot dead outside his home in the capital, Tunis.
Speaking to BBC Arabic after the funeral, Mr Belaid's widow said she would file a lawsuit against the party's leader, Rachid Ghannouchi.
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Saturday's rally came a day after Mr Belaid's funeral brought as many as a million mourners onto the streets of the capital.
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Support for Belaid went beyond his own party, the secular-leftist Democratic Patriots.
While Belaid was a well-known figure, his party is small and has no real political platform other than opposition to Ennahda, she said.
Former PM Hamadi Jebali resigned after being unable to form the neutral technocratic administration he believed was necessary after the murder of Mr Belaid.
Former PM Hamadi Jebali resigned after being unable to form the neutral technocratic administration he believed was necessary after the death of Mr Belaid.
Belaid's assassination resulted in the resignation of the country's prime minister and Larayedh has been appointed his successor to form a new coalition government.
Earlier, four opposition groups - including Mr Belaid's Popular Front - announced that they were pulling out of the country's constituent assembly in protest.
Belaid, whose party was the secular-leftist Democratic Patriots, also was the voice of a coalition of secular opposition parties known as the Popular Front.
Belaid, a prominent secular politician, was shot dead as he left his home Wednesday morning to go to work, plunging the country into confusion.
Speaking in front of the European Parliament on his visit to Strasbourg, President Marzouki said the murder of Mr Belaid should not affect Tunisia's revolution.
Belaid was shot by an unknown gunman as he left his home in a quiet Tunis suburb for work Wednesday morning, according to a witness.
Mr Jebali has previously threatened to resign if his Islamist party blocked his solution to the political crisis sparked by the assassination of Mr Belaid.
Support for Belaid went beyond his party, the secular-leftist Democratic Patriots.
Jebali denied that Ennahda had anything do with Belaid's killing and said he hoped to get approval for his new government from his party and others.
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Earlier Friday, tens of thousands of mourners followed Belaid's funeral cortege as his flag-draped casket was taken through the streets of the capital to a cemetery.
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