"We want to let people know that black lives matter and that we need to change the way that the system works. The system isn't working equally for everyone so the system is obviously broken," said protestor Nyah Johnson.
A.J. McQueen lives in Houston now but he's from St. Louis.
He says he had his fair share of issues with police in his hometown.
"I've been pulled, I've been slammed on a car, I've been judged because of my dreadlocks," he said.
According to the Millions March website, the group demands justice for Eric Garner, Michael Brown and Austin's Larry Jackson Jr. among others.
McQueen was one of many speakers who spoke to the crowd on the senate floor.
"Different speakers from all across different parts of Texas...Houston, Dallas to come together, bringing their gifts and their expertise together to change the narrative. The narrative has been 'black lives matter' but we wanted to take it a little bit deeper -- all lives matter, all souls matter," McQueen said.
Ashton P. Woods is an LGBT activist from Houston.
"We're black. We get murdered just like the straight community does. We get harassed by the police just like the straight community does. So we need to be in this fight as well and we need to be represented in this fight," Woods said.
Woods called the march 'beautiful.'
"One of the things I noticed is that it was a rainbow of people. Gay, straight, black, white, Hispanic, middle eastern," Woods said.
"It starts in our community. It starts in our homes. It starts in our city, our state...our world. So duty calls, you gotta answer man," McQueen said.
According to the Millions March website the group also demands the mandatory use of body cameras by police officers while on duty and the immediate firing of Austin Police Chief Art Acevedo.