Federal prosecutors said they would not bring charges against two Minneapolis police officers involved in the shooting death of 24-year-old Jamar Clark.
Hundreds of activists turned out at the largest mall in the country on one of the busiest shopping days of the year.
The men wore masks and were armed as they crashed a vigil for Clark, where they clashed with members of the crowd and left five demonstrators wounded.
"'My Skin' is a stance against the racial profiling of ALL ethnicities and the blind hatred that poisons our perception."
Black Lives Matter Minneapolis said the protesters were attacked by "white supremacists" in an act of "domestic terrorism."
On Monday night, a rally against the police killing of Jamar Clark was disrupted after men who witnesses say were white supremacists pulled guns.
A police account initially denied that the unarmed black man was restrained when an officer shot him in the head. Authorities will not release video footage out of concern that it could taint witness interviews.