Tens of thousands of people protested in a Pakistani town on Thursday to demand better security after twin bombings in a market there last week killed 75 people, officials and witnesses said.

Citizens of Parachinar began a sit-in protest soon after the two bombs went off last week on Friday evening, as shoppers were out buying supplies in preparation for the breaking of the fast on one of the last days of the holy month of Ramadan.

A faction of the Pakistan-based Sunni Muslim militant group Lashkar-e-Jhangvi claimed responsibility for the attack in a town where a large number of members of the Shi'ite Muslim minority live.

The crowd, already angry over what they see as the failure of authorities to ensure security, has become more enraged by the shooting dead of three protesters by police trying to keep order.

Authorities have not confirmed that three protesters were killed, saying only they were investigating.

"We are tired of picking up the dead bodies of our people," said Arshad Umerzai, a former provincial government minister.

Umerzai said the prime minister and army chief should visit Parachinar, which is close to the border with Afghanistan, in response to the violence the town has suffered.

Prime Minister Nawaz Sharif announced 1 million rupees ($10,000) compensation for the families of every victim of the blasts, and 500,000 rupees for the wounded, but the protesters dismissed that, saying victims of attacks in other places got more, a witness said.

Security forces stopped media crew from travelling into the town to cover the protest on Thursday, saying they needed special permission.

Parachinar is part of the Federally Administrated Tribal Areas, ethnic Pashtun-majority areas along the Afghan border covered by special laws and regulations.

A former senator, Allama Abid al-Hussaini, said the sit-in, centred in a town park, was estimated to have attracted 70,000 participants on Thursday. A senior government official in the town said tens of thousands joined the protest.

Parachinar had already suffered two bomb attacks this year, before last Friday's blasts, that killed about 50 people.

Religious leader Allama Fida Mazahiri said the killing of the protesters in police firing was particularly infuriating.

"We have sided with the security forces at every turn in fighting terrorism ... but the firing on protesters is uncalled for and action needs to be taken," Mazahiri said.