Hundreds of demonstrators marched through downtown Minneapolis on Saturday, demanding justice for Amir Locke, a young Black man who was fatally shot by police during a "no-knock" search on his residence earlier this week.

Three days after Locke, 22, was shot on his sofa by police, a raucous but calm throng demonstrated at Government Plaza in Minnesota's largest city, screaming Locke's name and the slogan "no justice, no peace."

Police released video footage from the raid the day after the shooting, showing Locke carrying a revolver while curled beneath a blanket on his sofa after being woken by cops seconds before he was killed.

The policemen were allegedly carrying out a "no-knock" search warrant, which allows authorities to enter private property without first informing the residents or declaring their presence.

The warrant was obtained in connection with a homicide investigation being conducted by detectives from the Saint Paul Police Department. The warrant did not identify Locke, and Minneapolis police said it was unclear how or whether he was linked to the probe.

At a press conference on Thursday, acting Minneapolis Police Chief Amelia Huffman said the county attorney's office was looking into the shooting and that footage from the scene appeared to show Locke's pistol aimed at police when they opened fire.

Locke had a right to own a firearm in his own house, according to protesters, and was never allowed to disarm himself during the chaotic seconds when police came into his flat without notice.

On Saturday, at least 500 people gathered in sub-zero temperatures to demand an end to no-knock warrants, the dismissal and arrest of cops implicated in the shooting, and the mayor's and police chief's resignations.

A succession of speakers led the gathering in chants demanding racial justice and condemning police violence against Black people, who, according to organizers, have been disproportionately targeted by harsh and discriminatory law enforcement techniques.

The crowd stayed orderly in live video footage from Reuters, as police maintained a low profile presence on the rally's outskirts.

In response to the Locke shooting, Mayor Jacob Frey issued a ban on "no-knock" search warrants on Friday, stating that he was moving to "protect the safety of both the public and cops until a new policy is created."

The killing of Locke was the most recent in a series of instances that have brought the Minneapolis-area police agency under criticism.

"Police, search warrant, get on the ground," policemen said as they entered Locke's residence, according to footage of his detention.

As Locke turns, an officer kicks at the sofa where he was resting, and his arm comes from under the blanket with a revolver in his hand. At least three rounds were fired by police almost immediately.

Locke had no criminal background, according to his family's lawyers, and was legally in possession of a pistol at the time of his death.