Past marches have been marred by acts of vandalism and even violence, and seen police respond with stun grenades, chemical irritants and mass arrests.
Last year's protest was declared illegal and broken up almost immediately, resulting in about 150 people surrounded and detained by riot police.
The 2012 march ended with more than 250 arrests and 150 people fined $637 for participating in an illegal event.
Montreal police said Saturday on Twitter it hadn't received an itinerary from organizers for this year, making the protest illegal under the city's controversial municipal bylaw P-6.
The Collective Opposed to Police Brutality, which organizes the march to mark the International Day Against Police Brutality, issued a statement accusing the police of political repression for declaring the march illegal before it had started.
The group said it chose to hold the demonstration near the site where Magloire was killed because his death is an example of police acting with "impunity."
Magloire was shot and killed by police on Feb. 3, 2014 outside the bus terminal on Berri and Ontario streets when he refused to drop the hammer he was wielding.
None of the officers involved were charged and an inquiry into his death is underway in Montreal.
The Collective Opposed to Police Brutality is planning a second protest next Sunday, at nearly the same time and place as the city's St. Patrick's Day parade.
Scouts Canada has already said its troops won't take part in this year's festivities due to a "risk of potential violence."