The shirt refers to a New York man who died July 17 after a police officer placed him in a chokehold when he was being arrested for selling loose, untaxed cigarettes.
A grand jury decided it would not indict the officer in Eric Garner's death. A videotape recording of the arrest showed Garner gasping, "I can't breathe" during the fatal encounter. Thousands have protested the grand jury decision around the country since the announcement of the decision on Wednesday.
Rose did not speak to reporters after the game. He finished with nine points, six assists and four rebounds in the Warriors' 112-102 victory.
"I respect Derrick a lot," teammate Joakim Noah said. "He definitely is making a statement by wearing it. That's my guy.
"Police brutality is something that happens," Noah added. "Not every cop is a bad person. Not every black person is a bad person. You can't judge people, but he definitely made a statement by wearing that shirt."
It is not known if Rose will face any penalty from the NBA. Players are required to wear apparel of Adidas, the league's official outfitter.