Sheikh Nimr al-Nimr was an outspoken critic of the Saudi government, had been calling for more rights for the kingdom's marginalized Shiite community.
Born in Saudi Arabia, Nimr studied in Iran and Syria. He had been sharing brittle relationship with Saudi authorities since his return to Saudi Arabia in 1994.
Protesters ransacked and set alight Saudi Arabia's embassy in Tehran on Saturday
Saudi Arabia severed its diplomatic ties with Iran in response, followed by Bahrain and Sudan.
The US, UN and Turkey are among those calling for calm in the region.