The event honors all fallen officers, especially those who've been killed in the line of duty in the previous year. 2010 was an especially bad year. Six Chicago officers were killed -- five of them in the line of duty.
The march included Gold Star Families. Among them were the daughters of Sgt. Alan Haymaker, who was killed in a crash last year.
"After the accident it opened my eyes to this whole other world that police officers are in and what they go through. It's just been really amazing to see what he's gone through and I'm just so very blessed to have this family and this opportunity to share even though it is kind of heart breaking," said Elyse Haymaker, daughter of slain officer Alan Haymaker.
The officers killed last year were Michael Flisk, David Blake, Michael Bailey, Thor Soderberg, Thomas Wortham and Alan Haymaker.