Led by Brown’s parents and other family members, the protesters peacefully made their way through Ferguson to a makeshift memorial, marking the place where Michael Brown was shot on August 9.
One of the protesters, St Louis attorney Jerryl Christmas, said the rally was aimed at pushing for action to prevent such tragedies from happening again.
"We want [President Barack Obama] to come here," he told Associated Press. "He remarked that he didn’t have a strategy for Isis and Syria, but we need a strategy for urban America."
"The tragedy is this could have happened anywhere."
Protesters called for more demonstrations in the town on Monday, urging motorists to tie up traffic on the Labor Day national holiday.
Community activist Anthony Shaheed speaks at a rally outside the police department in Ferguson. (Getty)
The march and rally were organised by a coalition of black activists, Missouri state legislators, civil rights organisers and other groups.
The August 9 killing of Michael Brown, 18, and the subsequent crackdown on demonstrators in the St Louis suburb of Ferguson revived a debate about race in the United States, and sparked condemnation of the militarisation of the nation's police forces.
Ferguson was hit with several days of at times violent protests and clashes in the wake of Brown's shooting by white police officer Darren Wilson.
A grand jury is hearing evidence to determine whether Wilson, 28, used excessive force in fatally shooting Brown, found in autopsies to have been shot six times.
Protesters sit down in the street outside the police department during a protest over the killing of Michael Brown in Ferguson (Getty)
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