Authorities said members of the Sunni group Ahle Sunnat Waljamaat were demonstrating Monday in Kohat, about 150 kilometers west of Rawalpindi, when unknown gunmen began shooting.
The protests were in response to clashes that broke out Friday during a Shi'ite religious commemoration that left at least nine people dead, most of them Sunnis.
Authorities imposed a rare curfew in Rawalpindi for several days following the violence, before lifting the order Monday. People in the city are still barred from assembling in groups larger than four or five.
Police in northwestern Pakistan say at least two people have been killed at a rally staged to protest last week's deadly sectarian clashes, which took place in Rawalpindi.