Ferguson police officer Darren Wilson shot the 18-year-old Brown on Aug. 9. The shooting sparked violent protests in the St. Louis suburb and drew global attention to race relations in the United States.
For days after the shooting, police and demonstrators in Ferguson clashed nightly, with authorities criticized for mass arrests and the use of military gear, which some observers described as heavy-handed tactics.
Organizers on their Facebook page said the march on Saturday was held to protest police killings, brutality, profiling and cover-ups.
Marchers began gathering in a restaurant parking lot before walking to the spot where Brown was shot, the St. Louis Post-Dispatch reported.
"I came here because I want to be a part of the spirit of the movement," Memphis resident Ian Buchanan, 44, told the newspaper.
Authorities have released few details about the shooting. A St. Louis County grand jury has begun hearing evidence and the US Justice Department has opened its own investigation.
In differing accounts, police have said Brown struggled with Wilson, who shot and killed him. But some witnesses say Brown held up his hands and was surrendering when he was shot multiple times in the head and chest.