Rosalyn Tripp's family says the 23-year-old Navy prospect was killed Friday, approximately two years after her 19-year-old brother was gunned down.
"I'm the only child my mother has left, the only one. I have no sister, no brother," the victims' sister, Sherry Tripp, said.
The continued unrest in some of Chicago's neighborhoods is why West Side Ald. Emma Mitts organized the anti-violence rally in her 37th Ward. She said she hoped to bring city officials, police and the community together for peace.
"If you don't want to live, don't take a life. If you don't like yourself, let's see what we can do to help you, but don't take life," Mitts said.
Dozens of Chicago residents attended the march, including Cathy Haywood, the 9-year-old girl wounded in a shooting recently while she played in front of her home.
"I'm grateful to God that are not making funeral arrangements. Cathy needs to know she has support about what happened to her. This is not acceptable," said Haywood's relative Karen Ward.
Since Friday night, at least eight people have been killed or wounded by gunfire. Two other attacks have also been reported, including the stabbing of a teenager.
"There's no way to arrest ourselves out of this problem. There's not enough cops for every house, but if you want safe communities, people must form partnerships and teamwork," said Chicago Police Supt. Jody Weis.
While critics blame the spiral of violence on ineffective policing, others wonder how it will affect Chicago as a potential choice for the 2016 Olympic Games.
"It has no affect because, first of all, if you look at all the victims, they know each other and their offenders," Chicago's Mayor Richard Daley said.
In the meantime, Sherry Tripp spent part of Saturday looking at pictures of her slain sister and begging for the violence to end.
"Please, please stop shooting our babies," she said.
Although her family has had the misfortune of having gun violence touch twice, Sherry Tripp has vowed to help others. She said would like to open her own youth center to honor both of her slain siblings while giving neighborhood children an alternative to guns, gangs, and violence.
Saturday evening, investigators said they were working to make an arrest in the murder of Rosalyn Tripp.