Banerjee, speaking to newsmen at the state secretariat, said: "This is a very sad incident... Cannot even think of this. There must be strong and exemplary action against those responsible for the heinous crime."
She said she has asked the state's director general of police to speak to his Rajasthan counterpart and ensure security to nearly 3,500 labourers from West Bengal working in that state.
A video of the killing showed the accused, Shambhu Lal Raigir, raving against "love jihad", a term used by sections of Hindu activists to describe marriages between Hindu women and Muslim men, who are accused of seeking to propagate Islam.
Raigir was later arrested.
More From This Section
Banerjee said she had called up Afrazul's mother and assured her of assistance by her government. "She has three daughters and I have assured her of assistance."
Earlier in the day, Banerjee said the state government would provide Rs three lakh and a job to Afrazul's family.
She said the labourer's family was "totally helpless. Other help from the government will also be provided to them."
"I am sending a team of ministers and MPs to visit the family," Banerjee said.
A senior state government officer said Urban Development and Municipal Affairs Minister Firad Hakim and Transport Minister Suvendu Adhikary would visit Afrazul's home in Malda tomorrow. They would be accompanied by other TMC leaders, including Saugata Ray, Sudip Bandyapadhyay and Kakoli Ghosh.
The protest march began at Hazra in south Kolkata and concluded near Gandhi statue at Mayo Road in central Kolkata. The march was led by party MP Abhishek Banerjee, the nephew of the chief minister and participated by its general secretary Subrata Bakshi.
"Our country has never witnessed such a brutal incident. Such kind of heinous crime is rampant only in BJP-ruled states. You will not find a single incident like this in any non-BJP ruled state. Those who resort to such violence can never protect the culture and heritage of our country," Abhishek Banerjee told reporters.