"This action will spark anger of (Shiite) youths" in Saudi Arabia, Mohammed al-Nimr told AFP, appealing instead for a "peaceful protest movement".
"We reject violence and clashing with authorities, just like the martyr sheikh rejected it."
Nimr, 56, was among a group of 47 convicts executed today for "terrorism", the Saudi authorities said.
"We deplore" the execution, said his brother, adding that he was "surprised" when he learned the death sentence had been implemented.
"There were parties inside and outside the kingdom who were seeking" to resolve Nimr's case, he said.
The brother said there was no proof that the cleric or other executed activists were involved in any violence.
He identified three of these activists as Ali Saeed al-Ribh, Mohammed Abdulkarim Sumail and Mohammed al-Shuyookh.
They were also on an interior ministry list that excluded the name of Mohammed al-Nimr's own son, Ali, who was 17 when he was arrested following the protests and also faces a death sentence.
The situation of Ali "is very dangerous. The sword is at his neck unless he is returned back to his family," said Nimr.
"There will be negative reactions from within the kingdom and abroad. But we hope for peaceful reactions.
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