The demonstration took place outside the headquarters of Yemen's national security service, the same area in Sanaa where the violence occurred on Sunday.
The demonstrators, who were mostly students, demanded the removal of National Security Services.
They chanted slogans denouncing the security body, while a statement issued by the organizers urged the government to address the killing of the 14 activists and the wounding of 100 others.
"O people! Keep up the fight. The national security is vicious," they shouted.
Sunday's gunfight erupted when the demonstrators, among a crowd demanding the release of members of their community, attacked the security headquarters.
The protestors also announced the agents of security body are affiliated to ex-president Ali Abdullah Saleh.
They also accused the government of marginalizing them politically and economically.