The protest began at Fremont Park just after 9 p.m., with some officers in the area.
As the group began to march, police began rolling road closures. The group marched to K and 20th streets, and they chanted the names of Wright, Bryant and Toledo.
They returned to Fremont park an hour later and dispersed, according to police.
Wright was killed in Minneapolis during a traffic stop April 11. Bryant was killed in Ohio within minutes of when Derek Chauvin was found guilty Tuesday. Toledo was killed in Chicago on March 29.
At his funeral, the Rev. Al Sharpton said Daunte Wright, the young Black man shot by an officer during a traffic stop in suburban Minneapolis, was not “just some kid with an air freshener,” but a “prince” whose life ended too soon at the hands of police.