The shooting took place on March 24.
"The Federal Bureau of Investigations offers another independent level of review," said Sanchez.
The Pasadena Police Department is conducting criminal and administrative investigations. The Los Angeles County District Attorney's Office and the Office of Independent Review Group have also initiated investigations.
Police say Oscar Carrillo called 911 on March 24 saying he had been robbed at gunpoint while waiting in line at a taco truck in Pasadena. Responding officers confronted and opened fire on a suspect, Kendrec McDade, when he allegedly reached for his waistband. McDade, 19, died from his wounds.
No weapons were found on McDade, and Carrillo later admitted that he lied about having seen guns.
"When you are afraid for your life and you need help, you make a phone call, you don't think when you call," Carrillo said. "You just want the help right away."
Police said Carrillo lied about the men being armed to get police to respond quickly. He was arrested last week and jailed on a federal immigration hold, but on Tuesday, Carrillo was released with an electronic monitor.
McDade's family is filing a federal lawsuit against the city of Pasadena. The lawsuit alleges wrongful death, negligence and a violation of McDade's civil rights.
According to the lawsuit, McDade "did not die immediately." After being shot multiple times in the chest, the lawsuit alleges, McDade "tried to talk with officers," but was left on the street "for a protracted period of time without ... first aid and he died at the hospital."
Jeffrey Newlen and Mathew Griffin, the Pasadena police officers involved in the shooting, have been placed on paid administrative leave.
The district attorney is determining whether to file charges against Carrillo for lying about the gun in his 911 call. Prosecutors on Monday declined to file an involuntary manslaughter charge against him, but they are still investigating the matter.