Limon was killed during a shootout with suspects and police have admitted they thought the victim was one of them.
"It's injustice what happened. He was innocent," said demonstrator Lisa Cuevas. "Because maybe the color of his skin, or maybe the neighborhood he lived in, he was killed. It's not right."
Limon was out for a jog last Saturday just as police officers were chasing after two armed men who had fled a traffic stop on foot.
Oxnard police said in a statement, "Some of the officers believed that Alfonso Limon was one of the suspects. As a result, some of the officers fired their weapons at him."
The police chief has said that Limon's death was a tragedy, but many people at the rally said their problems with the police department go well beyond last Saturday's shooting.
"It can run from casual forms of disrespect to being pushed around, shoved around and brutalized at routine traffic stops," said protest organizer Elliott Gabriel.
Along with Limon, officers also shot and killed one of the two armed suspects. The second suspect was injured and later apprehended. All nine officers involved are on administrative leave as the Ventura County Sheriff's Department investigates.