Demonstrators want the DA to reconsider her decision, and want the state attorney general and United States Department of Justice to independently review the case.
Some demonstrators say the system failed Banko Brown and they say the 24-year-old, a Black trans youth, didn't deserve to die because of suspected shoplifting.
Imari Keith, a youth activist, felt compelled to come out to protest in front of the San Francisco DA's office Wednesday.
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"I'm here today because I'm enraged," said Keith.
Keith says she was disturbed by Brown's death.
"I didn't know him personally, but as a young Black queer youth growing up in San Francisco, I think we've had a lot of same experiences," said Keith. "Banko's life is more than what just happened to him, the system had failed him long before he stepped foot into that Walgreens."
On Monday, Jenkins decided not to file criminal charges against the store security guard who shot and killed brown last month.
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The security guard claimed he fired his gun in self-defense.
"At this time, there is nothing to rebut on his statements that he acted in self-defense," said Jenkins on Monday.
And San Francisco Mayor London Breed defended the DA's decision.
"It's a real tragedy but at the end of the day, I think the DA did everything she could too look at the evidence and make a decision based on what the evidence demonstrated," said Breed.
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But many people including San Francisco Supervisor Dean Preston, want the DA to change her mind.
"What I saw in the video was someone attacked, punched, thrown to the ground, pinned to the ground and then went to the street and getting shot and killed," said Preston.
Many protesters believe the video shows the security guard was the aggressor.
Others say this case underlines a bigger problem.
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"We need to stand in solidarity to make sure that we are addressing the root causes of police and corporate violence to make sure this does not continue to happen," said Kevin Ortiz, co-president of Latino Democratic Club.
Others say there need to be changes in the legal system.
"We need an objective way, a more evidence based way of how DAs are supposed to charge," said Geoffrea Morris, attorney and San Francisco community activist. "And maybe we as voters and legislators need to define an objective mechanism on what to charge so we won't see the inequity of justice, and you cherry pick who can be a victim and who cannot."
In response to Wednesday's protest, we reached out to the DA and the California Attorney General's office for comment. They are not commenting on the matter.