The crowd chanted "Death to Pakistan" in anger at what was the bloodiest border clash in decades between government forces of the two countries.
"We will not allow [Pakistan] to violate our territory, even if there is a single drop of blood left in our body," a protester named Baluch told RFE/RL's Radio Free Afghanistan. "We have launched a peaceful protest for our martyrs, [who were killed] a few days ago in Jaji."
The Afghan government says the two days of fighting included crossborder artillery barrages by Pakistan's army that killed 13 Afghans, including women and children.
Kabul says the violence erupted on May 13 after Pakistani forces encroached inside Afghan territory.
But Islamabad accuses Afghan troops of starting the battle with what it called "unprovoked" fire at several Pakistani border posts.
In other news, Afghan officials say three senior Taliban commanders they recently freed in exchange for a kidnapped Italian journalist have been identified among a group of fighters killed on May 12 alongside the Taliban's top military commander, Mullah Dadullah.
The trio -- killed in the southern province of Helmand -- includes Dadullah's brother Mullah Shah Mansur, as well as Mullah Hamdullah and Mullah Ghafar.
They were among five Taliban released by Kabul in exchange for Italian journalist Daniele Mastrogiacomo, who was kidnapped by Dadullah's men in March.
(with material from AP, Reuters, AFP)