They held signs at the corner of Ashby Avenue and Martin Luther King junior way in Berkeley.
Family and friends of 51-year old Anita Gay of Berkeley were there. She was shot and killed by an officer on February 16th after wielding a knife.
"She was a great person, it didn't have to end that way, it really didn't," said Anita Gay's sister Marilyn Dennis
The Alameda County District Attorney's Office and the Berkeley Police Department's Internal Affairs Division both investigated the shooting and found that it was justified.
Police say one of Gay's daughters also told investigators that she believed her mother was about to stab her and that officer had saved her life.