According to police, Martin was killed by a neighborhood watch volunteer.
Beginning at 12 p.m. Saturday, people were expected to gather at Chicago's Daley Plaza and hold a rally voicing their outrage over the boy's death.
George Zimmerman, 28, pulled the trigger on 17-year-old Martin while the teen was walking home from a convenience store on February 26. Zimmerman apparently called police to report the teen looked suspicious and told the dispatcher he thought Martin had something in his hands.
Authorities say Zimmerman then chased after the teen when he started running. Neighbors reported a fight.
When police arrived, Trayvon Martin was dead. Many protesters are calling his death senseless and racially motivated.
"I have lived in this country my whole life, and I have been black just as long, and I've got to tell you, sometimes things just don't change. So, you know, you hope they do, but, you know, for my son's sake, I hope so," said Sherri Bradbury, who is a mother.
Hundreds of people gathered in downtown Chicago twice Friday to express their outrage. Many said they were hoping Zimmerman would face charges. However, he has not been charged yet because of a self-defense law in Florida that makes it difficult to arrest and prosecute people in question.
Also Saturday, an afternoon prayer vigil was planned at St. Sabina church.