An investigation is underway after police shot and killed a black man Saturday evening in Minneapolis. Police claim 31-year-old Thurman Blevins was firing a handgun as he walked down the street.

The Minneapolis Police Department said in a Facebook post that one 911 caller reported a man firing a gun in the air and into the ground. Another caller said he was shooting a silver 9 millimeter handgun.

"A foot chase ensued, which ended in shots being fired. The armed suspect was pronounced dead at the scene," police spokesperson John Elder said.

Locals protested peacefully at the scene after the shooting in front of a line of officers standing silently, and they interrupted the city's Pride parade on Sunday.

"Regardless of what happened tonight, the historical trauma inflicted on communities of color is never far from nearly every facet of our lives," Mayor Jacob Frey said Saturday.

He added, "Strained relations between law enforcement officials and the communities they serve -- especially communities of color -- have exacted a toll on the very soul of our city, our region and this nation."

The shooting comes less than one week after another police officer shot and killed 17-year-old Antwon Rose in Pittsburgh. Recently released video showed Rose running from a car suspected in a drive-by shooting 13 minutes earlier. He was shot three times and later died.

"Three shots to the back. How do you justify that?" protesters chanted Saturday as they marched for the fourth straight night in Pittsburgh.

A new Minneapolis Police Department policy requires officers to turn on their body cameras at least two blocks away from their call location. A department spokesperson said the two officers involved in this shooting did have their body cameras on that footage has not been released yet.