Mohamed Brahmi, a secular opposition politician, was buried Saturday in a funeral procession numbering in the tens of thousands.
The procession marchers chanted slogans against the current Islamist government, calling for it to be toppled.
Security forces lined the route as Brahmi supporters and several prominent politicians made their way to the graveyard in central Tunis.
Thousands of protesters took to the streets on Friday against the ruling Islamist Ennahda party.
A man was killed by police in an anti-government protest in Gafsa, while other protests broke out around the country in the last few days.
A police car was bombed Saturday in Tunis but no injuries were reported.
The death of Brahmi was believed to be the work of a hardline Islamist group linked to Al Qaeda. The same gun was reportedly used against both secular politician Chokri Belaid in February and Brahmi, the latter shot 14 times outside his home on Thursday.
Tunisian leader Rachid Ghannouchi denounced the violence against opposition members as an attack on democracy.
The killing of Brahmi and Belaid has sparked a political crisis in the country and deepened divisions between Islamists and more secular groups.
On Friday, 42 members of the opposition announced their resignation from the national assembly to protest Brahmi's death.