The demonstration, which began early on Friday, turned violent as it reached the gates of the Presidential Palace.
More than 1,000 people chanted slogans calling for the resignation of the government, as well as “death to the Taliban” and “death to Haqqani”, the wing of the insurgency believed by intelligence services to be responsible for Wednesday’s attack.
The security forces used riot gear and water cannons before firing live rounds into the air to try to dissuade the angry crowd from storming the grounds of the palace.
Kabul police chief General Hassan Shah Frogh said his officers were left with no choice when they realised some of the protesters were carrying weapons. They fired at police, wounding four officers, he said, although eyewitnesses contested his version of events, claiming protesters only threw stones.
Initial reports of the number of dead vary: the public health ministry said four had died, but one local hospital said at least six people had been killed.
Many in Afghanistan are losing patience with the weak and divided government of President Ashraf Ghani, which they say is not doing enough to protect the people from militant violence.
“For God’s sake, what is happening to this country?,” Ghulam Sakhi, a shoemaker whose shop is close to the site of the blast, said to Reuters on Thursday.
“People leave home to fetch a loaf of bread for their children and later that evening, their dead body is sent back to the family.”
Hundreds have died in the violence. The Taliban are now in control of approximately 40 per cent of the country, although they hold no cities.
Wednesday’s massive suicide truck bombing near the German embassy and near the Presidential Palace was one of the deadliest attacks to hit the capital in recent years, killing 90 and wounding more than 400.
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