Some shouted "Rioter hypocrites must be executed" and held up a banner that read: "We sacrifice our blood for the supreme leader."
Against this backdrop of tensions, the state news agency IRNA said that Mir Hossein Mousavi and Mehdi Karroubi, the two senior leaders of the opposition, had fled Tehran on Wednesday.
"Two of the chiefs of the sedition left Tehran for the north of Iran after learning that the population was increasingly angry and demanding their punishment," IRNA said.
A website said they were in custody for their own protection.
Rahesabz said "members of the Revolutionary Guards and the intelligence ministry picked up Mousavi and Karroubi in the city of Kelar-Abad to protect them from the anger of the people".
A senior aide to Mousavi, however, denied the reports, telling Al Jazeera that "Mousavi is in Tehran".
The demonstrations in Tehran, Shiraz, Arak and Qom, among other cities, came as Iran's police chief vowed to "crush" opposition gatherings.
General Ismail Ahmadi Moghaddam threatened to show "no mercy" in crushing any new protests by the pro-reform movement.
"In dealing with previous [opposition] protests, police showed leniency," he was quoted by the official IRNA news agency as saying.
"But given that these currents are seeking to topple [the ruling system], there will be no mercy.
"We will take severe action. The era of tolerance is over. Anyone attending such rallies will be crushed."
Al Jazeera, like other foreign media, had faced restrictions reporting on the opposition protests in Iran, but those restrictions were eased in time for the Wednesday protests.
Foreign influence alleged
Iran's government has condemned the opposition protests and blamed the unrest on foreign influences, including Britain, the US and Israel.
A statement from the government said: "The offensive slogans have made the pious Iranian nation sad and the Zionist world happy and in practice they, as pawns of the enemies, have furnished a red carpet for the foreigners who are aiming at the nation's security.
"The knowledgeable people of Islamic Iran will once again put the lackeys of global oppression in their place and will blind the eyes of sedition."
Karim Sadjadpour, an Iran analyst at the Washington-based think-tank the Carnegie Endowment for International Peace, told Al Jazeera the West was facing a "delicate situation" in Iran.
"On one hand the United States and European countries should continue to condemn human rights abuses in Iran - they should want to be on the right side of history when they see people courageously struggling for democratic change," he said.
"On the other hand, this is an internal Iranian drama which is unfolding and they don't want to walk into a trap of tainting the independence of the opposition movement."
Reza Molavi, an Iran expert, told Al Jazeera that there was no indication of foreign interference, although some people loyal to the regime in Iran will believe the government's accusations.
However, he said the opposition's grievances need to be addressed.
"It will explode eventually I believe. If the government does not engage these so called 12-15 million opposition voters it can become explosive.
"They should be engaged and to find out exactly what they are upset about."