Gathering in front of the City Council building, protesters were demanding justice for the 17-year-old, who was shot three times in the back by an East Pittsburgh police officer in Allegheny County on June 19 as he fled a car suspected to be involved in an earlier shooting on that day.
Police officer Michael Rosfeld pulled over the car, which Rose and a second passenger were riding, before they ran from their seats. According to a video taken by a witness, Rose fell onto the ground amid the sound of three gunshots. He was pronounced dead later in a hospital.
Protesters, standing beside signs that carry slogans such as "Black Lives Matter" and "No Justice No Peace," were outraged by police brutality and racism in US law enforcement.
"Racism is a major problem in society here," Charese Carter, a protester, told Xinhua. "It's here. It's been here. It's going to stay here."
Local reports said demonstrations also occurred in other places in the city.
Rose's funeral was held in the auditorium of Woodland Hills Intermediate School in Swissvale, a borough in Allegheny County, on Monday, where the teenager was once enrolled as a student.
He was remembered by families and friends as "bright, charming and generous."
Rose's death had sparked days of demonstrations in Pittsburgh demanding justice for him before the funeral, as protesters questioned Rosfeld's use of deadly force.
Police said they found two firearms in the car and an empty clip in Rose's pocket. But lawyers for Rose's family said no evidence that had been produced shows the teenager posed a threat to police, nor was he part of the earlier shooting.
The lawyers have also argued that the empty gun clip and the guns in the car have no bearing on whether the fatal shooting was justified.
Local authorities said that Rosfeld, 30, had been placed on administrative leave pending an investigation into the shooting. He has not been charged.
On Tuesday, many protesters also called for Allegheny County District Attorney Stephen Zappala to step down from the case.
Zappala told Pittsburgh Post-Gazette that he wanted the Allegheny County Police Department to conclude its investigation of the shooting before he made any decisions over Rosfeld's act.