Baghdad has been under a daily curfew between 10pm and 6am since February.
Hanoun al-Rubaie, interior ministry spokesman, said: "There is an increase of checkpoints with the help of local residents and tribes along the route. They help the security forces by watching out in their areas."
Shia pilgrims have previously been targeted by bombers.
However, on Sunday, it was largely peaceful as men and women set off from Shia districts of the capital to walk to Karbala, 110km to the south.
|"I was hesitant to come because I feared a terrorist attack, but when I saw these strict security I felt safe" |
Haji Sabeeh Raheem,
Police offered water to the pilgrims as well-wishers handed out fruit in one part of Baghdad.
Um Maitham, one elderly female pilgrim, said: "The road is safe. It is a mercy from God."
Many will walk for two days to reach Karbala, where they will be joined by thousands more who have made their way for the predominantly-Shia south of the country.
The Shabaniyah festival, which takes place on Tuesday and Wednesday, marks the 9th century birth of Muhammad al-Mahdi, the last of 12 imams revered as saints by the Shias.
They refer to al-Mahdi as the "Hidden Imam" and believe he will return to Earth one day to bring peace and justice.
Mobile phone ban
Pilgrims have been forbidden from carrying mobile phones, which can be used to detonate bombs, and large bags which could conceal weapons, Brigadier-General Qassim al-Mousawi, Baghdad chief military spokesman, said.
"These measures will provide the right basis for the success of the security plan," he said. "We have taken into consideration all possible threats."
All vehicles have been banned from the centre of Karbala and each pilgrim entering the district will be subjected to a security pat-down by the thousands of police on duty.
Haji Sabeeh Raheem, a 61-year-old pilgrim from Najaf, said: "I was hesitant to come because I feared a terrorist attack, but when I saw these strict security I felt safe."
Last March, about 340 people were killed during a week of bombings and shootings in Iraq. Most of the dead were Shia pilgrims heading to religious ceremonies in Karbala.