The Reverend Al Sharpton and the family of Tamon Robinson held the vigil at the spot where the 27-year old was killed in Canarsie last month.
He was struck in front of the Bay View Houses apartment complex, when an officer who was chasing him ran him over.
Robinson was taken off life support a week later.
Police say they caught him stealing paving stones, and gave chase.
"There's no way they can justify a police vehicle being responsible for the fatality of a human being," said Sharpton.
"And we are not going to let the issue go."
Robinson's family now wants to know why the officer who hit him hasn't been punished.
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