Doug Zerby was fatally shot by police two months ago while holding a water nozzle that officers thought was a gun.
Family members and their supporters claim that the police investigation now under way is not fair, not transparent and the city is doing nothing about it.
Zerby's family and friends participated in Saturday's march.
"We need the public's support in this particular issue. We need transparency. We don't need any cover-ups. We need the police chief to be honest with us, not mislead us by not telling us the facts of this particular shooting," said Mark Zerby, Doug Zerby's father.
Officers say Zerby was intoxicated and appeared to be pointing a gun at them.
Zerby's family is now suing the police department.