They claim the city's new gun control ordinance is too strict. It prohibits gun owners from stepping outside their homes with a handgun -- and bans gun shops in Chicago.
The ordinance was passed in response to a Supreme Court decision that made the city's handgun ban unenforceable.
Otis McDonald, who sued the city for taking away his right to protect himself, spoke to the crowd.
The city argues the ordinance balances the rights of individuals with the risks associated with "the proliferation of firearms."