Chanting "16 shots", protesters were seen linking arms and standing in front of various stores, including Neiman Marcus at Michigan and Superior, in an apparent attempt to block shoppers from entering stores.
Rev. Jesse Jackson, who joined the demonstration alongside Congressman Bobby Rush and other community and religious leaders, demanded change and accountability from the city's elected leaders.
The Reverend Marshall Hatch, chairman of the Leaders Network of Chicago, told ABC7 Eyewitness News Friday morning that Laquan McDonald's death affected many people in Chicago's neighborhoods and they want the rest of the city to see how.
"This is something that has touched the conscience of our entire city. We need to project just how the pain that we're feeling in neighborhoods now needs to be felt on Michigan Avenue," Hatch said.
The Magnificent Mile Association released a statement Thursday that said in part, "We respect the American freedom to assemble and the process in the pursuit of social justice. We hope that any assembly on Friday will continue to be peaceful."
Hatch said the people want to see justice for Laquan McDonald and to see change in Chicago.
"Without some disruption, there is not going to be any change. I think that people are very much interested in sending the message that now is the time for change in Chicago," Hatch said.
Some people were angry that they got a phone call urging them to join Friday's protest. The robo calls started going out around 6:30 p.m. Thursday. Rev. Jackson voiced the new message sponsored by the Chicago Teachers Union.
"Join us Friday, the day after Thanksgiving at 11 a.m., Michigan and Wacker Drive to march down the Magnificent Mile to express our outrage and our sense of dignity," the message said.
One woman, who didn't want to give her name, told ABC7 she didn't appreciate the interruption on Thanksgiving.
"It was very aggravating. You know, it's Thanksgiving and you're going to call and try to get people to come out and help support your cause. I just don't like the fact that my phone number is being accessed. I pay to keep it unlisted," she said.
A Chicago Teachers Union spokesperson released a statement Thursday saying, "I am sorry some people may be upset, but you can imagine how so many of us feel to have watched a child riddled with bullets."
All previous marches have been largely peaceful. There have been isolated clashes between police and protesters, with about 10 arrests and only a few minor reports of property damage. The police have allowed protesters to march in the middle of the street and even hold rallies in the middle of intersections, and on Thursday the department said it would handle Friday's march much the same way.
The graphic dash-cam video shows Chicago Police Officer Jason Van Dyke shooting McDonald 16 times in 15 seconds.
On Tuesday, Van Dyke was charged with first-degree murder in the teen's death. He was ordered held without bond.
Demonstrators are angry and many say the investigation was mishandled. They are calling for the resignation of Cook County State's Attorney Anita Alvarez and for a special prosecutor to handle the case. Many also want Chicago Police Supt. Garry McCarthy to step down.
"McCarthy needs to go. We need a fresh start in the Chicago Police Department," Hatch said.
The Associated Press contributed to this report.