Images broadcast on Al-Iraqiya showed protesters carrying Iraqi flags walking freely in the green zone and gathering in the halls and meeting rooms in parliament.
The protest followed a speech earlier in the Saturday by al-Sadr in which he denounced government corruption and demanded change. His speech came after a decision by lawmakers to postpone a parliamentary session aimed at making several cabinet changes.
Saad Maan, the spokesman for Baghdad's Operations Command, told Al-Iraqiya Iraqi security forces are present in the green zone and are in full control of the situation.
Rumors flew that some politicians were trying to flee the protests, but an official at the Baghdad airport told Al-Iraqiya no Iraqi officials were at the airport trying to leave the country.
And the U.S. Embassy tweeted that reports that officials from the Iraqi government or another party are in the American Embassy are not true.
A deadly bombing east of Baghdad
Earlier Saturday, at least 24 people were killed and as many as 38 wounded when a car bomb exploded at a busy livestock market in Nahrawan, east of Baghdad, police said.
ISIS claimed responsibility for the bomb through its media group, Amaq Agency.
The Amaq Agency said "around 100" people had been either killed or injured in the blast. The bomb targeted Shiites, the agency said. ISIS is a Sunni group.
Sectarian violence has been rife in the country since the U.S, invasion in 2003, that toppled Saddam from power, and it has pitted Sunnis and Shias against each another, with the Kurds gaining a measure of autonomy in the north of the country.
CNN's Merieme Arif in Atlanta contributed to this report.