Ms Taylor’s boyfriend Kenneth Walker shot and wounded one of the officers because he believed criminals were breaking in.
The officers responded with 32 shots, six of which struck and killed Ms Taylor.
During Saturday’s protest in Louisville, speakers demanded justice for Ms Taylor.
“It’s been a year and justice has not been served,” Camille Bascus, a 50-year-old supporter, told the AFP news agency.
Ms Taylor’s aunt, Bianca Justin said: “Eyes are on Louisville, Kentucky, today so let’s show America what community looks like.”
Ahead of the rally, Kentucky Governor Andy Beshear said in a statement that he would “never understand the unimaginable grief” of Ms Taylor’s family and loved ones.
“Today we remember Breonna Taylor, her tragic and unnecessary loss and the immense work we have ahead of us,” he said.
The FBI’s Louisville field office also issued a statement saying that its investigation into Ms Taylor’s death had made “significant progress” since it began last May, without providing additional details.
Many took to social media to remember Ms Taylor on the one-year anniversary of her death.
Lupita Nyong’o tweeted: “One year. It’s been one year since #BreonnaTaylor was murdered and she is still without justice. Continue to #SAYHERNAME and call (502)-735-1784 to demand legal action against Jonathan Mattingly, Brett Hankison and Myles Cosgrove.”
Bernice King said: “We #SayHerName to honor her, as we pray for those who loved her before her name became a hashtag. #BreonnaTaylor.
“We #SayHerName as a reminder that racial injustice is not “un-American,” but it should be. #BreonnaTaylor.
“We #SayHerName as a call for justice. #BreonnaTaylor”.