Marchers carried coffins in the pouring rain. Some of the dead had their throats slit - it is not clear by whom.
"Today they kill us, tomorrow they kill you," chanted the protesters.
The bodies were found at the weekend in southern Zabul province where fighting between rival Taliban factions has escalated over the last few days.
The murdered Hazaras included four men, one woman and two girls.
Officials said they were among dozens of Hazaras kidnapped in neighbouring Ghazni province earlier this year.
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