On Sept. 5, Jamines was shot dead near the corner of 6th Street and Union Avenue when he allegedly lunged at a police officer with a knife.
Some residents said the fatal shooting seemed a disproportionate use of force and officers should have been able to disarm Jamines without killing him.
"The only way to stop these police killings, the brutality, is people to come out and stand up against it and say we're not going to tolerate this any longer," said John Parker, a protester. "Witnesses said he didn't have a knife. But even if he did have a knife, why did they have to resort to killing a person?"
For days after the shooting, violent protests broke out in the area. Twenty-two arrests were made, as demonstrators pelted police officers with eggs, rocks and bottles and set trash bins on fire.
Nearly two weeks following the fatal shooting, Westlake District residents are still passionate about the incident, showing their grief by keeping up a constant make-shift vigil of candles, flowers and pictures at the scene of the shooting.
LAPD officers said multiple investigations into the shooting are ongoing.
Saturday's march arrived at the LAPD's Rampart station and continued into MacArthur Park.
Activists behind the rally want the officer who shot Jamines, 13-year LAPD veteran Frank Hernandez, to be the subject of a criminal investigation.
Traffic in the area was blocked off and security was heightened for the rally.
The Associated Press and City News Service contributed to this report.