The woman, identified by local officials as Rokhsana and believed to be aged between 19 and 21, had been forced to marry and was caught trying eloping with another man.
She was placed in a hole in the ground as turbaned men gathered around and hurled stones at her with chilling nonchalance, footage released this week.
On Wednesday, the Afghan president Ashraf Ghani ordered a probe into the stoning in a Taliban-controlled area just outside Firozkoh, the capital of Ghor.
The incident, which local authorities believe took place more than a week ago, made international headlines with the footage going viral on social media, sparking strong criticism from within Afghanistan.
“We have come here to awaken the conscience of the Afghan people,” Farahnaz Froutan, a female journalist, said at the protest in Kabul Friday.
“Today this happened to Rokhsana, tomorrow it will happen to you. The question here is, why we are not standing against such crime and not raising our voice,” she added.
Another protester said negligence by the Afghan government in the death of another woman earlier this year had led to the stoning of Rokhsana.
In March a woman named Farkhunda was savagely beaten and set ablaze in central Kabul after being falsely accused of burning a Koran in an incident that triggered protests around the country and drew global attention to the treatment of Afghan women.
“If the government had seriously punished the murderers of Farkhunda, this incident would have not happened,” she said.
Demonstrators, including men and women, chanted slogans such as “Death to the Taliban! Death to criminals! Death to enemies of Afghanistan!” at the protest.