Some of the roughly 300 ralliers, including some who traveled from other states, shouted in the hot sun for more than an hour.
One rallier was seen holding a sign that read "No to Sodomite Perversion," while another supporter was photographed holding a sign that said, "Kim Davis for President."
Davis, who was taken into custody Thursday, could be released as soon as she complies with U.S. District Judge David Bunning's order to resume issuing marriage licenses in Rowan County. Same-sex couples who came to the courthouse Friday were issued marriage licenses.
"She will never violate her conscience," Davis' attorney Matthew Staver said Friday afternoon, adding that he does not know how long she will be jailed.
Davis' husband, Joe Davis, said Davis will stay in jail "as long as it takes."
Davis, an Apostolic Christian who won office last year as a Democrat, wept during her testimony in federal court Thursday, telling the judge she was "always a good person" but that she gave her heart to the Lord in 2011 and "promised to love Him with all my heart, mind and soul because I wanted to make Heaven my home."
"God's moral law conflicts with my job duties," Davis told the judge before she was taken away by a U.S. marshal. "You can't be separated from something that's in your heart and in your soul."
The Associated Press contributed to this report.