Maradona's ex-wife, Claudia Villafane, and two of his daughters, Dalma and Gianinna, led the early evening rally, with signs calling for social and legal justice in the case.
Maradona, a World Cup winner with Argentina who is regarded as one of the greatest soccer players of all time, attained almost godlike status in his home country despite long battles with drug and alcohol addiction and poor health.
A medical board, at the request of the justice department, met on Monday to analyze Maradona's death. The idol, who won the 1986 World Cup, had serious health problems and was recovering from brain surgery when he died in the suburbs of Buenos Aires.