Police said an explosion inside the Hateen mosque injured a woman and child in an apartment nearby.
Tens of thousands of Iraqi and US soldiers were on the streets of Baghdad and other Iraqi cities enforcing curfews imposed after Wednesday's bombing.
Witnesses said additional checkpoints had been set up along roads leading to Sadr City.
"Let the people of Iraq vote if they want the US to stay or leave"
Bob Kaye, Bohemia, US
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Despite the curfews, thousands of residents marched peacefully through the streets of Sadr City, a stronghold of Muqtada al-Sadr, the Shia leader of the al-Mahdi Army.
"Out, out occupiers," the Sadr City protesters chanted, in reference to US forces.
Demonstrations also took place in Kut, Diwaniyah, Najaf and Basra, all of them predominantly Shia cities in the south.
An Iraqi al-Qaeda-led group meanwhile said it had killed 14 Iraqi army and police personnel and posted an internet video showing a masked man shooting the kneeling men in the head.
"After the deadline given by the Islamic State in Iraq expired the sharia court decided to implement God's ruling against those apostates," the group said on the video.
The footage showed the gunman shooting the blindfolded men with a pistol in an open field, as off-camera fighters chanted "Allah is great".
The hostages' hands were tied behind their backs.
The authenticity of the tape could not be verified but it was posted on a website used by Iraqi armed groups.