Community activists say the sort of violence that broke out in Missouri over an officer-involved shooting this month could also happen in Wisconsin.
More than 100 people rallied Monday at the federal courthouse in Milwaukee.
Speakers called for continued peace, but say continued police mismanagement could eventually lead to an eruption of violence.
It was the third rally in eight days by demonstrators, who are angry over the shooting deaths of Dontre Hamilton in Milwaukee and Michael Brown in Missouri.
Hamilton's family say police captains who met with them Monday failed to provide satisfying responses.
They want the name of the officer who killed Dontre. They say they've waited four months for that information even though police in Ferguson, Missouri, released the name of the officer who killed Brown within six days.