The activists, representatives of various organisations including PUCL, held the demonstration at Gandhi Circle and demanded immediate arrest of all those involved in the case.
PUCL general secretary Kavita Srivastava demanded the resignation of Home Minister Gulab Chand Kataria for his statement over the incident and a compensation of Rs 1 crore from the state government for the family of Khan.
Khan and four others were beaten badly by cow vigilantes in Alwar over a week ago.
Khan died later at hospital.
They were transporting cows when the incident occurred in Behro.