The event, which was attended by people of all ages, began and ended at Hussainia Central Mosque and Imambargah Grey Street, taking in Daneshouse Road and Hebrew Road.
The Burnley march, held on Sunday (August 14), is one of several events which will take place across towns and cities in the North West. Most recently, thousands gathered on the Curry Mile (Wilmslow Road) in Manchester for a similar procession.
As the crowds made their way along Grey Street they would pause for several minutes to take part in the ritual prayers. Local residents and passers-by watched on as young and old took part in the event carrying flags, with a horse making up the rear of the procession.
Members of the mosque volunteered to marshal crowds and were also on hand to explain the significance and background to the march.
Muharram is the first month in the lunar Hijri calendar.
Shia Muslims, and others in different parts of the world, hold ceremonies every year in the month of Muharram to mourn the martyrdom anniversary of Imam Hussein (AS) and his companions.
The third Shia Imam (AS) and a small group of his followers and family members were martyred by the tyrant of his time - Yazid Bin Muawiya, in the battle of Karbala on the tenth day of Muharram (known as Ashura) in the year 680 AD.