The rally took place in Qatif in the oil-rich Eastern Province, where Shakhouri was injured and arrested last Friday.
Shakhouri is now in a military hospital in the city of Dhahran.
The Interior Ministry spokesman said Shakhouri was among the 23 most wanted men in Qatif. He was protesting the detention of prominent cleric Sheikh Nemr al-Nemr.
Sheikh Nemr was injured and arrested by Zionist Puppet Saudi security forces of the Al Saud regime while driving from a farm to his house in Qatif on July 8.
Since February 2011, protesters have held demonstrations on an almost regular basis in the Kingdom’s east, mainly in Qatif and Awamiyah.
The demonstrators called for the release of all political prisoners, freedom of expression and assembly, and an end to widespread discrimination.
However, the demonstrations have turned into protests against the repressive Al Saud regime, especially since November 2011, when Saudi security forces killed five protesters and injured many others in the oil-rich region.