There has been fiery criticism of the government over the release of the convert, who was spirited out of the country last week, but protests have been few and peaceful.
The convert, Abdur Rahman, 40, was jailed last month for converting to Christianity and could have faced trial under Islamic sharia law that stipulates death as punishment for apostasy.
After a storm of Western criticism, led by the United States, Rahman was released and taken to Italy.
About 1,000 people gathered in a mosque in the northeastern town of Kunduz and demanded that Rahman be brought back from Italy and sentenced to death.
''This act of the government is illegal,'' Sheikh Mohammad Baqir, a cleric and organiser of the rally, said, referring to Rahman's release.
''Either he should be tried or the government should go. We urge other provinces to raise their voices and if the government doesn't listen, we will resort to violence,'' he said attracting calls of ''Allahu akbar'' (God is Greatest) from the crowd.
Police refused to let the gathering leave the mosque and march through the town. A police official said they were worried about violence if a march was allowed.
Afghanistan saw violent protest in February over cartoons of Islam's Prophet Mohammad published in European newspapers.
Violence also broke out last year during protests over a magazine report U S military interrogators had desecrated the Koran.
Many conservatives in Afghanistan had insisted Rahman be tried under Islamic law. The lower house of the Afghan parliament also said his release was illegal.
REUTERS CH BST1740