In Cairo, Wednesday was the fifth day of violent clashes between authorities and the people, just months after protests brought an end to Hosni Mubarak.
Rally goers in Chicago hoped their voices on Michigan Avenue would be heard in Egypt.
"Our blood is not cheap," said Ahmed Rehab, an Egyptian American democracy activist. "The Egyptian people took to the streets again, primarily to defend those who are defenseless against bullets, tear gas, batons and everything else."
Egyptians who celebrated Mubarak's demise in Tahrir Square gathered this week in the same place to demand democracy. In Egypt, 39 people were reportedly killed with another 2,000 wounded in clashes with the military.
Abdallah Gad, a student at the University of Chicago, said his cousin and friend were shot with pellets. One lost an eye in the fighting.
"We've been dreaming (of) freedom and having a good life for many years," Gad said. "We have tasted oppression, and we know how oppression is and we don't want to be oppressed again."
Sherine Teymour, an Egyptian American, said the cause is too important to have stayed at home.
"We feel it's important for us to stand our here to say we condemn that violence and we support them in that cause," Teymour said.