The court building was briefly placed into lockdown after about 200 people marched through the Brisbane CBD chanting "Justice for Aubrey".

Aubrey Donahue, 27, died after being shot four times by police in Mareeba, west of Cairns on Saturday.

Police say he advanced on officers while armed with a knife.

Coroner Terry Ryan will hold an inquest into the shooting.

However, police have revealed there is no close-range footage of the incident with specialist officers not wearing body-worn cameras when they shot Mr Donahue.

The 27-year-old's family and the local Indigenous community have disputed claims that Mr Donahue was armed and have held protests in Mareeba over the lack of information being shared by police.

Protesters on Friday took to the streets of Brisbane, marching from King George Square to the court building.

Brandishing a "Justice For Aubrey" banner, protesters at one stage stood directly outside the courthouse's front door while chanting amid a huge security and police presence.

Protesters then moved to the lawn outside the Supreme and District Courts building where a rally was held, sharing stories about their experiences with police.

Queensland Police Deputy Commissioner Mark Wheeler said this week the coroner's report may make findings about the use of body-worn cameras.

But he said they would act pre-emptively after the fatal shooting, with the exemption of specialist officers from using body-worn cameras to be reviewed by Queensland Police.

"We will always work with the coroner and abide by any findings ... but we don't necessarily have to wait until that occurs," he said.

Australian Associated Press