Thousands of protesters are gathering the Bahraini capital Manama after two days of clashes with police in which two people died, reports BBC News.
Many of them are attending the funeral of the second victim, killed at the funeral of the first.
Some say they will stage a sit-in on the main square until their demands for political reform are met.
Meanwhile the interior minister said police allegedly involved in the killings had been arrested.
Bahrain’s King Hamad bin Issa Al Khalifa promised to investigate the deaths in a TV address on Tuesday.
The US, which has a big naval base in Bahrain, expressed concern at the killings and called for restraint.
“The United States is very concerned by recent violence surrounding protests in Bahrain,” state department spokesperson PJ Crowley said in a statement.
“We also call on all parties to exercise restraint and refrain from violence.”
The disturbances in Bahrain – where the Shia majority has been ruled by a Sunni Muslim royal family since the 18th Century – are part of a wave of anti-government unrest that has swept the Middle East.