The Islamic Movement in Nigeria (IMN) has accused the police of killing three of its members during the Ashura procession on Tuesday along Bakin Ruwa area of Kaduna State.
But Kaduna police spokesman, Yakubu Sabo, said the group was making a false claim.
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The procession went without violence in Abuja as men, women, and children, marched from Berger Roundabout to Wuse.
Known as the Day of Ashura, it is marked as the tenth day of Muharram, the first month in the Islamic calendar.
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It is observed annually by Shiite Muslims worldwide to commemorate the death of Husayn ibn Ali in the Battle of Karbala in Iraq.
Husayn, known as the third Shia Imam, was the grandson of Prophet Muhammad (SAW) and son of Ali ibn Abi Talib, the first Shia Imam.
Husayn was said to have died during the Battle of Karbala on October 10, 680 between his army and the army of the second Umayyad caliph Yazid I.