The militant group said in a statement in Arabic on social media its bomber "detonated his explosives which led to the death" of the victims on Friday.
"And by the permission of Allah these attacks of ours against Shia polytheists will continue until we cleanse the earth of their filth," it warned.
Suicide bomber kills 21 in Nigeria
At least 21 people were initially reported killed but the toll rose after one more person was confirmed dead.
"For now, we have 22 deaths following the death of one more person yesterday. Thirty-eight people have also been injured, two of whom have been discharged from the hospital," one of the organisers of the march Ali Kakaki told AFP Saturday.
He said that, despite the attack on Friday, the Islamic Movement of Nigeria members had continued their march from Kano to Zaria in neighbouring Kaduna state, where their leader Sheikh Ibrahim Zakzaky is based.
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The march is to mark Ashura, which commemorates the death of Hussein, the grandson of the Prophet Mohammed.
"Following the attack, many more of our members have joined the procession," Kakaki said, adding that they aimed to arrive at their destination next week.
Friday's attack took place in the village of Dakasoye, some 20 kilometres (13 miles) south of the city of Kano.
One of the procession's organisers said a bomber clad in black ran into the crowd and detonated his explosives.
Suicide bomber hits Shia Muslim procession in Nigeria: organiser
Boko Haram, the radical group who want to create a hardline Islamic state in northeast Nigeria, has previously been blamed for attacks on Shia Muslims in the region.
Boko Haram, whose six-year insurgency has left at least 17,000 people dead and made more than 2.6 million homeless, condemns Shias as heretics who should be killed.
The group has increasingly used suicide bombers against "soft" civilian targets since the start of a military offensive earlier this year that pushed them out of territory they controlled.
Nigeria's President Muhammadu Buhari has given his military commanders until next month to end the conflict but there are fears that suicide and bomb attacks may persist.
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