Burge was indicted last year on charges related to acts of torture.
Monday's rally comes six years after Madigan was appointed to oversee prosecution of the Burge torture case and a day before a judge will rule on moving five cases to the Cook County state's attorney's office.
Activists say Madigan isn't doing her job.
"These men are entitled to have new hearings so they can have a full and fair opportunity to present the evidence of torture that was used to extract these confessions," said Joey Mogul, People's Law Office attorney.
A spokesperson says Madigan's office "works tirelessly to pursue justice in each case."
Madigan was appointed as special prosecutor in 2003 to oversee the cases because the state's attorney at the time, Dick Devine, once represented Burge in a civil suit.