Witnesses said security forces weren't seen along the demonstration route, The New York Times reported. The Interior Ministry, via a Twitter posting, said, "Sheikh Khalifa Bin Salman (highway) towards Manama is now closed."
Witnesses said the protesters, mostly Shiites wearing the country's colors of red and white, marched along a highway going into Manama. The crowd of men, women and children called for an end to the authoritarian government of King Hamad bin Isa al-Khalifa.
The marchers joined thousands of other protesters in Pearl Square who had camped out to occupy the area after security forces withdrew following a deadly crackdown last week that left at least eight people dead and hundreds injured.
Pearl Square is Manama's version of Cairo's Tahrir Square, the symbolic center of Egypt.
Bahrain, where the U.S. Navy's Fifth Fleet is based, is a U.S. ally in the region.
Hassan Meshaima, head of the radical opposition Haq Movement, Bahrain's largest opposition party, was expected to return to the embattled nation Tuesday after the king closed a terrorism case against him and other Shiite leaders charged with plotting against the kingdom. The king also ordered the release of a number of prisoners, the official Bahrain News Agency reported Tuesday.
"If the people want a new system in a constitutional kingdom, I will be with them," CNN quoted him as saying. "If the people just want to change the regime, I will also be standing beside them."
With Meshaima's return, it was not immediately clear what would happen to another Shiite movement, the al-Wefaq National Islamic Society, which seeks moderate political reforms and had taken a leading role in the uprising.
The Sunni-ruling monarchy has sought to engage demonstrators in what the king called "a new national dialogue" aimed at easing week-long clashes that have deeply divided the Persian Gulf nation.
Protesters are demanding the king dissolve the government and fire his uncle, who has been prime minister for 40 years, before they agree to enter into talks. They are calling for a transition to democracy, with an elected government and representative Parliament.
Bahrain canceled its participation in the Bahrain Grand Prix Formula One championship race Monday due to the unrest. The race was scheduled to begin March 11, with testing to start March 3.
Protest organizers had threatened to disrupt the event.
In canceling the race, Crown Prince Salman bin Hamad al-Khalifa, the king's oldest son and heir apparent, said, "We felt it was important for the country to focus on immediate issues of national interest and leave the hosting of Bahrain's Formula One race to a later date."
No new date was announced.
State television Monday broadcast images of pro-government demonstrators gathered near a mosque in the capital city holding flags and chanting slogans including, "Long live the king."