The procession was organized by funeral directors and morticians, reported CBS radio station WBBM
The mobile protest began near a statue of the late mayor, Harold Washington.
Gloria Driver is head of an Illinois morticians' group and one of the protest organizers.
She told the station she has buried one too many young people, and consoled too many families.
"Sometimes we have to step out of sanctuary or the chapel because it affects us like that," she said.
One of the most recent for her: A 14 year old boy she prepared for burial.
"And this an innocent bystander. An innocent bystander. And when you stand there and you look at this cold body of a baby, how can you not feel?"
Driver told WBBM, "this procession represents what happens after the cemetery...after the photographers have gone..after the body has been laid to rest...after everything has died down people are still going home grieving, and we're grieving and we're grieving as a city and a nation."