Dubbed "Support our Men and Women in Blue," it was led by an organization called "Rally for LE" a pro law enforcement movement which was started in Phoenix.
There was also an anti-police presence that showed up, but things remained peaceful.
"I truly believe that it is a very small element that is creating all the sound and the noise that we hear, but it is important for us to be out here to show support for all law enforcement, says John Ferrin, a former law enforcement member. "I served in law enforcement for 27 years; and it's important that I stand with my brothers in blue because no one from the blue family should have to stand alone."
The group will hold a nationwide rally in support of law enforcement on Saturday January 24th called "Link the Chain." So far, 15 cities across the US have signed on for the event.
An Arizona State University police officer accused of wrongful arrest and excessive force by one of the school's professors was also at the event, talking about how he plans to fight for his job.
Officer Stewart Ferrin says the university intends to fire him even though he was cleared of wrongdoing. Ferrin has been on leave since July after police video of Ersula Ore's May 20 arrest went viral. The assistant professor of English refused to show identification.
The Associated Press contributed to this report.