Mr. Cutajar, the country’s fifth chief police in just four years, has become a lightning rod for public fury over the corruption and criminality that Ms. Caruana Galizia chronicled in her popular blog, Running Commentary, and in a regular column in The Malta Independent, a newspaper. She regularly presented evidence of kickbacks, secret offshore bank accounts and other shady dealings in Malta, a country with a strong economy.

“We looked at her blog the first thing in the morning and the last thing at night before going to bed,” said Beatrice Gatt, who was a friend of the murdered journalist and who attended the rally. “She had an incredible following. Unfortunately, nobody in the government was listening.”

The F.B.I. and investigators from the Netherlands are assisting the Maltese police in their efforts to unravel a murder plot that stunned not only Malta, but also the European Union, whose leaders, including Malta’s prime minister, Joseph Muscat, gathered in Brussels last week and voiced outrage over the journalist’s murder.

Many Maltese, however, believe that the culprit or culprits responsible for planting a powerful bomb in Ms. Caruana Galizia’s car, like those responsible for five other car bombings in the last two years, will never be found and prosecuted.

“She had so many enemies and, unfortunately, a lot of people are happy that she is dead,” said Naomi Xuereb, a logistics coordinator, who joined Sunday’s rally. “She posed a danger for too many powerful people. We are in a very abnormal situation in this country.”