Chicago Mayor Rahm Emanuel, police Supt. Garry McCarthy and other officials joined fellow police officers and Gold Star families for the ceremony in memory of those killed in the line of duty.
The event capped off a weekend of tributes to police.
ABC7 Chicago talked to police Supt. Garry McCarthy about how events like Sunday's march help the families who have lost loved ones.
"They should have immense pride in their families and their loved ones -- as do as their police families-- and know that we're not going anywhere. We're going to always be here, is what it boils down to. There is a certain bond and kinship that we develop with those families, and that never goes away," said McCarthy.
McCarthy also said this was the 80th year the St. Jude march was held, but it was his first time taking part.
Saturday, thousands turned out for a race at the same location supporting the Chicago Police Memorial Foundation.
Families with loved ones killed or seriously injured servicing the city came out for that event. One of those officers was Cedric Brumley, who was paralyzed from the waist down after his squad car was t-boned during an accident in August 2002.
Brumley says he is an example of how the Chicago Police Memorial Foundation helps families and how support can be critical.
"I was the first recipient after the memorial. They gave me $10,000 to help modify my van so it can be accessible for me and I can take my kids to school," Brumley told ABC7 Chicago. ""What the memorial does, no other memorial does -- I mean, in the country."
Sunday's St. Jude Memorial March was scheduled for an 8 a.m. start at Gold Star Families Memorial Park at Chicago's Museum Campus near Soldier Field.
The march starts at Solidarity Drive, proceeds south on Museum Campus Drive and ends at Waldron Drive.