The participants in the procession mourned the martyrdom of General Soleimani and the others and paid tribute to the martyrs.
Other such processions will be held in the cities of Mashhad and Tehran later.
General Soleimani, deputy head of Iraq’s Hashd al-Shaabi Abu Mahdi al-Muhandis, and a number of their entourage were killed in a strike by American drones near Baghdad International Airport in the early hours of Friday.
The White House and the Pentagon confirmed the assassination of General Soleimani in Iraq, saying the attack was carried out at the direction of US President Donald Trump.
In a message on Friday, Ayatollah Khamenei offered condolences to the Iranian nation over the martyrdom of Major General Soleimani, and said harsh revenge awaits those who assassinated the top commander.
“Martyr Soleimani is an international figure of the Resistance, and all the devotees of Resistance are now his avengers,” Ayatollah Khamenei said.