"An innocent civilian was killed in Kupwara. Such incidents have been going on. We are warning the government. We condemn the killing and it is unacceptable. It is a cold- blooded murder," said party general-secretary Ali Muhammad Sagar, who led the protest march.
Asif Iqbal Bhat, a driver by profession, was killed in a "crossfire" between security personnel and terrorists in north Kashmirs Kupwara district yesterday, according to the Army.
Sagar also termed Chief Minister Mehbooba Mufti's assurance of a probe into the incident as an eye-wash.
The party activists also carried lanterns to protest against the alleged power crisis in the Valley.
Sagar said the PDP-BJP government has "miserably failed" to live up to the expectations of the people.
"People are suffering on account of the price hike, power woes, while (the) government has been doing nothing to allay the sufferings of the people," he said.