Government supporters marched in Tehran, Shiraz, Qom and elsewhere, chanting "Death to opponents!"
The rallies – reportedly organised by the government – were a response to the opposition demonstrations on Sunday.
Tehran has accused Western powers of stirring-up the protests which left at least eight people dead.
Among those killed was the nephew of opposition leader Mir Hossein Mousavi. Seyed Ali was buried on Wednesday, and opposition websites reported that family members had been ordered to hold a quiet funeral to avoid further protests.
The authorities deny opposition claims that police shot the protesters on Sunday.
Britain, Canada, France, Germany and the US have all condemned the violence.
Hundreds of people, including a number of opposition figures, have been arrested since Sunday – one of the most violent protests since June's disputed presidential election.
President Mahmoud Ahmadinejad was re-elected in the poll, which the opposition believe was rigged.
'Pawns of enemies'
The pro-government rallies were state-sponsored in what the authorities hoped would be a show of force against the regime's opponents, opposition websites say.
They say that state-owned companies provided transport for their employees to take part in the demonstrations and that traditional bazaars were closed for the day in some cities.
Iran's hardliners have reacted angrily to the opposition protests staged during the Shia festival of Ashura.
"The offensive slogans have made the pious Iranian nation sad and the Zionist world happy," the government said in a statement.
It described the opposition as "pawns of the enemies" who "have furnished a red carpet for the foreigners who aiming at the nation's security".
Some 500 people had been arrested since Sunday's protest, Iran's police chief Ismail Ahmadi Moghaddam said.
