They said the demonstrators marched in the village of Diya near the capital Manama, chanting "Resign, Khalifa!" and waving Bahraini flags.
The Shiite opposition in the tiny Sunni-ruled Gulf kingdom is led by Al-Wefaq, which wants a government of technocrats to rule in a transition leading to a constitutional monarchy.
Since February last year, Bahrain has been shaken by opposition protests that the authorities accuse of being exploited by Shiite Iran across the Gulf.
At least 80 people have died since the start of the unrest in February 2011, according to the International Federation of Human Rights.
The opposition insists that the premier stand down and that the government be headed by the leader of the elected majority in parliament.