About two dozen protesters gathered outside Mayor Rahm Emanuel's City Hall office on the day after authorities released a graphic squad-car video showing the officer shooting 17-year-old Laquan McDonald 16 times. Jason Van Dyke was charged with first-degree murder.
The group held banners showing photos of other black people fatally shot by police in Chicago and elsewhere. Several protesters said they were parents of black men who were killed by Chicago officers.
"You cannot kill our children and expect us to be quiet any longer," protester Quovadis Green said. "It is unacceptable."
Activist Mark Carter called on people to "rise up" and shut down the Magnificent Mile shopping area on Black Friday. He said protesters also planned to target the Board of Trade and other landmarks in the coming days.
Carter and others want the Department of Justice to investigate the Chicago Police Department and its history of covering up bad behavior.
GRAPHIC VIDEO: Click here to watch the full, 6-minute, unedited video as released by the Chicago Police Department.
The Urban League of Chicago joined in the call for a federal investigation, alleging a pattern of "discriminatory harassment" against black people.
The Rev. Jesse Jackson said other officers involved in McDonald's death should be fired or at least suspended. He also wants a special prosecutor appointed to the case, complaining that Cook County State's Attorney Anita Alvarez took too long to bring a murder charge in the shooting, which happened 13 months ago.
Democratic presidential candidate Hillary Rodham Clinton also weighed in, saying McDonald's family and Chicago residents "deserve justice and accountability."
Clinton, who made the comments Wednesday in an emailed statement, added that police officers across the country are doing their duty honorably "without resorting to unnecessary force."
For months, city officials and community leaders had feared that the release of the dash-cam video could provoke the kind of turmoil that occurred in cities such as Baltimore and Ferguson, Missouri, after young black men were slain by police or died in police custody.
The relevant portion of the footage runs for less than 40 seconds and has no audio.
McDonald swings into view on a four-lane street where police vehicles are stopped in the middle of the roadway. As he jogs down an empty lane, he appears to pull up his pants and then slows to a brisk walk, veering away from two officers who are emerging from a vehicle and drawing their guns.
Almost immediately, one of the officers appears to fire from close range. McDonald spins around and collapses on the pavement.
The car with the camera continues to roll forward until the officers are out of the frame. Then McDonald can be seen lying on the ground, moving occasionally. At least two small puffs of smoke are seen coming off his body as the officer continues firing.
In the final moments, an officer kicks something out of McDonald's hands.
Police have said the teen had a knife. Cook County State's Attorney Anita Alvarez said Tuesday that a 3-inch knife with its blade folded into the handle was recovered from the scene.
Also Wednesday, a Cook County judge dismissed a charge against a protester accused of hitting a police officer in the hours after the video was made public.
Malcolm London, 22, was charged with hitting an officer. Judge Peggy Chiampas said the state's attorney's office recommended that the charge be dropped and told London he was free to go.
London, who was wearing a T-shirt with the phrase "Unapologetically black" on it, walked outside the courthouse to loud cheers. A crowd of supporters chanted, "We're going to be all right" and "Set our people free."
Prosecutors did not explain why their office recommended dropping the charge.
London was among five people who were arrested on charges that included weapons possession and resisting arrest.
The protests that began Tuesday evening and extended into Wednesday morning were largely peaceful, and there was no damage to private property, police said.
Associated Press writers Sara Burnett, Jason Keyser and Sophia Tareen contributed to this report.