The Special Investigations Unit said there weren't "reasonable grounds" to believe any of the officers involved had committed a crime.
From Prince George, B.C., to Iqaluit to St. John's.
The Toronto Sun cited information from unnamed sources about the death.
Regis Korchinski-Paquet died last week after a police interaction.
The rally also protested anti-Black racism and police violence.
She fell 24 floors to her death after officers had arrived at the scene.