The demonstrators also chanted "The people still want Ennahda" and "The revolution continues" as they marched along the central Avenue Bourguiba on Saturday.
Some of the protesters shouted anti-French slogans. The government has accused France of meddling over critical comments by French Interior Minister Manuel Valls, who denounced the killing as an attack on "the values of Tunisia's Jasmine revolution".
"France get out!" and "The people want to protect the legitimacy" of the government were among slogans chanted by Ennahda party supporters who numbered more than 3,000.
"Enough, France! Tunisia will never again be a French colony," proclaimed some of banners waved by protesters.
The pro-Ennahda demonstration took place on Habib Bourguiba Avenue, epicentre of the 2011 revolution that toppled ex-dictator Zine El Abidine Ben Ali, close to the French embassy.
The ruling Ennahda party called supporters to gather in central Tunis to show support for the constitutional assembly, whose work on a new constitution suffered a severe setback when leftist parties withdrew their participation following the killing of Belaid earlier this week.
Belaid was killed outside his home by an unknown assailant.
Hours after his killing on Wednesday, Hamadi Jebali, the prime minister, said he would form a new, technocratic government to guide the country to elections, but Ennahda, his own party, rejected that idea soon afterward.
Late Friday, Jebali renewed his proposal for a new government, which would be a key concession to the country's opposition.
"I am convinced this is the best solution for the current situation in Tunisia," he said, offering to resign if the elected assembly did not accept his proposed cabinet.