Quinyetta McMillon described herself as "very hurt" for the officers and their families.
"Now, I'm walking a mile with them. We're bearing the same shoes right now," McMillon said in an interview with The Associated Press yesterday.
The Dallas protest came in response to police shootings, including the one in which 37-year-old Alton Sterling was killed Tuesday in Baton Rouge during a struggle with two police officers outside a convenience store where he was selling CDs.
Police say Sterling was armed and a witness said he had a gun in his pocket. But McMillon resisted those claims Friday, saying she didn't know Sterling to carry a gun and doesn't believe he had one with him the night he was shot to death.
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"I do not believe in my heart that there was a gun," she said.
McMillon said she believes police said that "to cover up something." The Baton Rouge Police Department didn't respond to the claim. The two officers involved in the shooting death, Blane Salamoni and Howie Lake II, are on administrative leave, which is customary, during the investigation.
McMillon called Sterling a good father to their son Cameron, 15, who broke down in sobs at a rally outside City Hall earlier this week. She said Cameron Sterling has been devastated by the loss.
"I called them the Doublemint twins because they both liked snacks. They both like to eat, so they was always eating something" when they spent time together, which was regularly, McMillon said.