Queen Street in Huddersfield was blocked by a group of people holding banners and waving placards.
They were protesting against the shooting of Mohammed Yassar Yaqub, 28, who was shot and killed during a police operation on the M62 slip-road at Ainley Top in Huddersfield last Monday.
A vigil was held last week and protesters staged the march seven days on from the incident.
A West Yorkshire Police spokesman said the force had officers on the scene who were ‘monitoring the situation’.