The St. Jude March remembers all those who have served with the department and have died.
The march ended with an inter-faith service at the memorial water wall, which is inscribed with the names of those officers who have died in the line of duty.
Chicago police Supt. Jody Weis says the march is an integral part of the police department's history.
"It's a chance to remember all those officers who have made the ultimate sacrifice and also to remember their families who have had to live with that pain," Weis said.
"It puts it in perspective you know, what we're doing out there and that there's a possibility we won't come home," Officer Javier Avalos said.
This was the 76th year for the march.