Queen Street in Huddersfield has been blocked by a group of people holding banners and waving placards.
They are protesting against the shooting of Mohammed Yassar Yaqub, aged 28, who was shot and killed during a police operation on the M62 slip-road at Ainley Top in Huddersfield.
The incident happened one week ago today (Monday).
A vigil was held last week and protesters have staged the march tonight, seven days on.
A West Yorkshire Police spokesman said the force has officers on the scene who are 'monitoring the situation'.
He added: "We are just facilitating a peaceful protest and a march at the moment."
It is the second time in a week that a protest has closed a road: http://www.yorkshireeveningpost.co.uk/news/video-protest-against-m62-police-shooting-closes-road-in-west-yorkshire-1-8315988
A suspected firearm was found in the car being driven by Yassar Yaqub: http://www.yorkshireeveningpost.co.uk/news/update-gun-found-in-car-after-man-shot-dead-by-police-on-m62-1-8315903
Man shot dead by police is named: http://www.yorkshireeveningpost.co.uk/news/man-shot-dead-by-police-on-west-yorkshire-motorway-is-named-1-8315318