The gathering came hours after a prosecutor declined to charge two police officers in the death of 24-year-old Jamar Clark. The prosecutor claimed the officers were justifiably in fear for their lives as Clark tried to get hold of an officer's gun.
The demonstrators marched down a major street to the Hennepin County Government Center, chanting things like, "Hands up! Don't shoot!" and, "No justice, no peace. Prosecute the police."
"If the city burns, it's on your hands," one demonstrator told Hennepin County Attorney Mike Freeman after his decision was announced, CBS reported.
Clark died a day after he was shot. It sparked waves of protests and an 18-day encampment outside the police precinct near where he died.
Family members said Clark had been in trouble in the past but was turning his life around, working at a car wash and about to take a second job in construction.
Cameron Clark told CBS his cousin's mistakes on the last night of his life should not have caused his death.
"I know my cousin didn't tell that officer he was ready to die," Cameron Clark said. "I know he didn't, and for Mike Freeman to make that story up, and lie like that, he's got blood on his hands. And that's all I'm going to say."
"We don't buy the story and we think this is an example of an unjust justice system," Mel Reeves of the Twin Cities Coalition for Justice for Jamar Clark said. "Where do we go from here? We can't get simple justice when a man is killed?"
Protesters sang, prayed, chanted and demanded that something change.
Mihesha Gibbs, a 27-year-old administrative assistant from south Minneapolis, said incidents like Clark's shooting are becoming so common that they're no longer shocking.