The group also carried a black coffin in the parking lot of the Wal-Mart in the Dayton suburb of Beavercreek. The store closed ahead of the protest Wednesday evening and later reopened, AP reported on Thursday.
John Crawford III was shot last Aug. 5 after a 911 caller reported someone waving a gun. Crawford had picked up an air rifle from a shelf.
Police say he didn't respond to orders to drop the weapon, but his family contends he had no chance to respond. A grand jury concluded the shooting was justified. Federal authorities are still reviewing the case.
The Dayton Daily News reported that Crawford's mother, Tressa Sherrod, attended the demonstration and that protesters placed flowers in a vase for her.