The activists are demanding that Khan be released and claim that he is being held behind bars for political reasons.
At least six people have died in protest-related violence: Four members of the security service and one civilian died when they were hit by a vehicle, and in a separate incident, a police officer died. Many have been injured and nearly 4,000 demonstrators have been arrested in recent days.
Prime Minister Shehbaz Sharif condemns the whole situation and claims that an "anarchist group" has targeted, among others, police officers. Interior Minister Mohsin Naqvi warns that security forces will shoot to kill if they are attacked by demonstrators.
The protest is led by Khan's wife, Bushra Bibi, who has called for calm. The demonstrators' goal is the city's so-called red zone, where government and authority buildings are located.
The former cricket star Imran Khan leads the PTI party and is very popular in Pakistan. He has been in prison for over a year and was banned from running in the election in February.