Close to 100 civic leaders, clergy, and residents marched from the Cal City police station to city hall.
On Feb 1, police were called to the home of 15-year-old Stephon Watts, who suffered from Aspergers syndrome.
Police say Watts charged them with a weapon and two officers fired one shot each, killing Watts in the basement.
"If they were fearful for their lives, then why did they go into the basement?" said Pastor Lance Davis of New Zion Christian Fellowship. "Wouldn't some kind of protocol, meaning they would stay outside, and wait until reinforcement comes in, and then handle it from that standpoint."
Watts family members want to know why the Illinois state police has not yet released the findings of their investigation into the incident.
"At least call and communicate with us to know where they are in their investigation," said the victim's cousin, Aaron Watts.
Stephen Watts' parents say their son was holding a butter knife when he was fatally shot. Police had been called to the Watts family home numerous times over the years and knew the boy and his family well, which is why relatives still don't understand why they chose to use deadly force to subdue him.
"This is a very law abiding family. We have a lot of love and respect for the people who protect us," Aaron Watts said. "These people were thugs who murdered my cousin."
The city has officially remained silent until the investigation is complete, but that didn't stop 4th Ward Ald. Brian Wilson from joining the march.
"We look forward to those officers who are in the police department to be able to protect and serve our community," Wilson said. "Our citizens should not be scared to call the police when they need help."