They carried caskets...and framed pictures of Austinites killed during incidents with our police: Byron Carter, Larry Jackson Jr.
The group is called "Showing up for Racial Justice" -- supporters of the Black Lives Matter movement.
Meanwhile, APD officers stood by.
"Started marching...I don't think the police knew where exactly we were marching, they just knew it was going to be something. So there was this huge police presence down at the CVS. Really, really nerve wracking," said Jonathan Horstmann, one of the organizers of Thursday morning's "Wake Up Austin, End Police Violence" rally.
Hortsmann says the group marched from Victory Grill in East Austin to the front steps of the police department.
"Demands were heard, dialogue was started. There's been a dialogue but I think things need to progress and progress in a way that in the next couple of months we'll see the quality of life for black people and people of color in our city improve," Hortsmann said.
Harold Owens carried a photo of his cousin Byron Carter...killed during an officer-involved shooting downtown in 2011.
"I just wanted to show my face. Because it started with you, we are the future. We are the ones that's going to get our freedom," Owens said.
Owens noticed something about his fellow protestors.
"I wish we had more of our brothers come out here and support and start the movement with me. It wasn't too many African Americans and the fight is on us. We are getting killed, why aren't we out here?" Owens asked.
I asked Horstmann what it's like marching through downtown -- given what happened after the Dallas Black Lives Matter rally several weeks ago.
"Before that this was frightening. This is...anytime you're putting your life and your freedom on the line to make a statement or to ask for demands, it's absolutely frightening," he said.
But something else is bothering him even more.
"What happened in Dallas makes this heavier but the fact that Donald Trump is actually the Republican nominee. And it's not even Trump, the fact there are 'Trump supporters'...that scares me more," he said.
Earlier this week, Fox 7 was in Baton Rouge covering the shooting of 3 law enforcement officers. We spoke with Timothy Williams who has a different view of America's law enforcement.
"America is a first-world country. We would not be first -world unless we had a great police force. And I think black people and all people need to know that. I'm African American and I understand that...that we're great because of law enforcement. No one's perfect but we've got the best on the face of the earth," Williams said.
Tonight at 7 there will be a Black Lives Matter rally at the Travis County Courthouse. They'll be remembering people like Sandra Bland who died behind bars -- under what they call 'state sanctioned violence.'