The mother and sister of Sammy Yatim, 18, were among a crowd of protesters that stretched more than a block as marchers left a downtown square for the west-end intersection where the teenager died on Saturday morning.
The shooting has sparked a flood of anger at Toronto police, who have suspended an officer involved.
The crowd chanted "Shame!" with a handful of protesters angrily confronting police monitoring the march, yelling phrases such as "He was innocent" and "What about a warning shot."
Marchers briefly stopped outside a local police station, venting at the force's handling of the incident.
Brandishing posters that read "The police are under the law too" and "Protect us from our protectors," protesters marched to the intersection where Yatim was killed for a candlelight vigil.
There, Yatim's mother sat on the road clutching her daughter and crying, repeating her son's name over and over again. She reached out for a photo of him as the crowd behind her shouted "Justice for Sammy."
Joseph Nazar was one protester in the crowd and said he has been a close friend of Yatim's family for years.
"An injustice has been committed," he said, adding that the family is coping as best they can.
"He's dead, (the march) doesn't bring him back," he said. "It's very hard, it's very difficult."
Marcher Annette Shaffer, a resident in the neighbourhood where the shooting occurred, questioned how police are told to handle volatile incidents such as Yatim's, who in video footage appears to be holding a knife in the moments before police shot him.
"Something is wrong with the training that officer received," she said.
Ontario's police watchdog is probing the incident, which was captured on video by several onlookers and quickly posted online.
Police Chief Bill Blair said the force will do all it can to answer all the questions surrounding the "tragic" death of Yatim at the hands of police.
Blair told reporters Monday he understood the public had many questions about police conduct.
"I recognize that there is a need for answers and that the public quite rightfully expects that the matter will be thoroughly investigated. I want to assure you all that this will be done," he said.
"The public also has a right to demand that the Toronto Police Service examine the conduct of its officers to ensure that its training and procedures are both appropriate and followed. This will be done."
Blair added that police will co-operate fully with Ontario's Special Investigations Unit, which is investigating the circumstances of Yatim's death.
The SIU said an "interaction" between Yatim and police — which also included the use of a Taser — left the young man with multiple gunshot wounds.
Yatim was taken to hospital where he died of his injuries. A post mortem was conducted over the weekend.
The police watchdog said it is investigating the actions of one police officer in relation to Yatim's death. In the course of its investigation, the SIU said it will be interviewing 22 witness officers who may have information on the incident.
The SIU has assigned six investigators and two forensic investigators to analyse the incident. Witnesses are being interviewed and video footage is being scrutinized.
Blair said in addition to the SIU investigation, he would be conducting a separate probe to see if police procedures and training were followed.
"A full report of my review, actions and recommendations will be submitted to the Toronto police services board within 30 days of being notified that the SIU has reported the results of their investigation to the Attorney General," he said.
Toronto police confirm an officer in the shooting has been suspended with pay, as is mandatory in the province.
Toronto Police Association president Mike McCormack said the officer is "devastated."
"He's just overwhelmed by the magnitude of everything," he said.
McCormack added that the public shouldn't jump to conclusions before investigators collect all the facts surrounding the shooting.
"All we're asking is wait until all the information comes in, and then we can look at the officer's actions appropriately and make the right diagnosis as it were," he said.
Ontario's premier called Yatim's death and the circumstances around it a "tragic situation."
"My heart goes out to the family," said Kathleen Wynne, adding that she couldn't comment on the incident while it was under investigation.
Ontario's ombudsman also weighed in on the case, saying his office would be reviewing the incident to determine if it could trigger a wider investigation.
"It's important that I look at it from a provincial angle, and that's what we're considering right now," said Andre Marin.
"The government of Ontario...has the ability to issue guidelines and directions to police services on de-escalating conflict. We're going to have a discussion tomorrow to decide whether or not we should launch an investigation into whether or not those guidelines are sufficient."
Marin added that his office would also be watching closely to see just how well police co-operate with the SIU in its investigation of Yatim's death.
He cautioned, however, against a rush to judgment.
"Let's wait till the SIU does its job," Marin said. "Certainly, I have a lot of concerns when I read what I've read and seen what's out there on video, but the SIU is in our province the body to get to the bottom of things."
A makeshift memorial for Yatim now rests at the scene of the shooting. A pole encircled by burning candles was adorned with white roses and yellow daisies.
Messages left in memory of Yatim read "You were everyone's son, everyone's child" and "You asked for help and we failed you."
Another message taped onto the pole read "You mattered."
The incident has fuelled outrage on social media and heated discussions on sites such as the Facebook page "R.I.P. Sammy Yatim."
A Facebook profile page under Yatim's name said he was originally from Syria.
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