President Bola Tinubu was also asked to fix the local refineries.
The protesters decried what they described as worsening economic situation.
The protesters turned the protest into a carnival as they slaughtered a cow and cooked the meat on the road.
“They want to divide Nigeria. We want them to use their office to create peace. If they say they will cause problems, we will give them problem.”
The protesters, escorted by anti-riot police personnel, marched from Michael Okpara Square to Government House.
This comes two days after Mr Tinubu, in a nationwide broadcast, admitted that Nigerians are suffering due to the increased cost of living.
“We are not united. We’ve lost our unity,” he added.
Police officers fired teargas to disperse protesters in the capital Nairobi, the port city of Mombasa and several other towns,
The boy, identified as Naël, was killed during a traffic stop in the Paris suburb of Nanterre.
Police spokesman Abimbola Oyeyemi said on Friday that though the people had the right to protest, they should not disrupt public peace.