Following Friday prayers they marched in the community of Awamiya to oppose "all harsh sentences and the death penalty against eight people," the activist told AFP.
On Tuesday a Saudi court sentenced to death two people "as a deterrent to others" in connection with protests that began three years ago.
They were tried on charges including "participating in marches and rallies that caused riots" in Awamiya, the official Saudi Press Agency reported without identifying the accused.
The activist said those sentenced to death were teenagers at the time of their arrest, and are among a total of eight who have received the death sentence.
Among them is Shiite cleric Nimr al-Nimr who was sentenced last week.
The activist said protesters also gathered on Thursday night in Qatif to oppose the death penalty and support Nimr.
"The people here are very angry but they are also afraid," the activist said, asking for anonymity.
Several other accused have received multi-year jail sentences.
Saudi Arabia has been the scene of frequent protests since early 2011. Over a dozen demonstrators have been killed and many arrested in the regime’s crackdown during the past three years.
Saudi activists say there are more than 40,000 political prisoners, mostly prisoners of conscience, in jails across the Kingdom.
According to the activists, most of the detained political thinkers are being held by the government without trial or legitimate charges and have been arrested for merely looking suspicious.
Some of the detainees are reported to be held without trial for more than 16 years. Attempting to incite the public against the government and the allegiance to foreign entities are usually the ready-made charges against political dissidents.
In Saudi Arabia, protests and political gatherings of any kind are prohibited.
International human rights organizations have repeatedly lashed out at Saudi Arabia for failing to address the human rights situation in the kingdom. They say Saudi Arabia has persistently implemented repressive policies that stifle freedom of expression, association and assembly.