About 1,000 people gathered in a mosque in the northeastern town of Kunduz on Sunday and demanded that Abdul Rahman, 40, be brought back from Italy and sentenced to death.
Sheikh Mohammad Baqir, a cleric and organiser of the rally, said: "This act of the government is illegal," referring to Abdul Rahman's release.
"Either he should be tried or the government should go. We urge other provinces to raise their voices and if the government doesn't listen, we will resort to violence," he said, attracting calls of "Allah akbar" (God is the greatest) from the crowd.
Police refused to let the gathering leave the mosque and march through the town, for fear of it turning violent.
There has been fiery criticism of the government over the release of the convert, who was spirited out of the country last week, but protests have been few and peaceful.
Abdul Rahman was jailed last month for converting to Christianity and faced trial under Islamic or sharia law that stipulates death as punishment for apostasy.
"Either he should be tried or the government should go. We urge other provinces to raise their voices and if the government doesn't listen, we will resort to violence"
Sheikh Mohammad Baqir, cleric and rally organiser
After a storm of Western criticism led by the United States, he was released and taken to Italy.
Afghanistan saw violent protest in February over cartoons of Islam's Prophet Muhammad published in European newspapers.
Violence also broke out last year during protests over a magazine report that US military interrogators had desecrated the Quran.
Many conservatives in Afghanistan had insisted Abdul Rahman be tried under Islamic law.
The lower house of the Afghan parliament also said his release was illegal.