Thousands of people have marched through Alice Springs in protest over the death of 19-year-old Kumanjayi Walker, who was allegedly shot dead by a police officer in the remote community of Yuendumu at the weekend.

Key points: Constable Zachary Rolfe has been charged with one count of murder over the death of Kumanjayi Walker in Yuendumu on Saturday

Constable Zachary Rolfe has been charged with one count of murder over the death of Kumanjayi Walker in Yuendumu on Saturday Protesters in Alice Springs have been urged to use social media carefully now the court case is underway

Protesters in Alice Springs have been urged to use social media carefully now the court case is underway The NT's Chief Minister says the government will provide transport to take people home from Alice Springs after today

Protesters flocked to the lawns between the local court and police station, brandishing signs and chanting "Justice for Walker".

Hundreds of people from Yuendumu were amongst the crowds.

Women with white paint across their foreheads, a cultural way to express "sorry business" after someone has died, wept.

Speeches spoken in English and Warlpiri began with a plea for caution on social media to avoid influencing the court case now underway.

WARNING: This article contains an image of Mr Walker used with the permission of his family.

People travelled to Alice Springs from across central Australia to rally for Kumanjayi Walker. ( ABC News: Mitchell Abram )

Warlpiri elder Ned Hargraves thanked everyone who had taken part in the protests, on behalf of Mr Walker's family.

Many who attended welcomed the news that a police officer had been charged with murder.

But there was also disappointment that the constable was given bail and suspended with pay.

Jeremiah Walker spoke about how he was feeling the sorrow from the loss of his nephew, thoughts echoed by Mr Walker's grandmother Peggy Brown.

Speakers said the case brought back painful memories of the 2009 Kwementyaye Ryder case in Alice Springs.

People turned out from across central Australian communities to mourn Kumanjayi Walker. ( Supplied: Facebook )

"We lost this young man for nothing," said Kwementyaye Ryder's aunty Margie Kngwarraye Lynch.

Another speech came from the Independent Commission Against Corruption's Ken Fleming QC, who was also among the crowd at yesterday's rally in Darwin.

The commissioner has received a formal report into the death in custody and said he was "very concerned about the incident."

He told the crowd in Alice Springs that "one of the most important messages today is 'Black Lives Matter'."

"Anybody who says contrary to that is guilty of corrupt behaviour."

Hundreds of Yuendumu residents made the three-hour trip to rally in Alice Springs. ( ABC News: Katrina Beavan )

Officer to plead not guilty to murder charge

Late on Wednesday Northern Territory Police announced 28-year-old Constable Zachary Rolfe had been charged with Mr Walker's murder.

Today, the Northern Territory Police Association said Constable Rolfe would plead not guilty and would "vigorously contest the charge".

"He, like all, has the presumption of innocence in his favour," NTPA Police Association president Paul McCue said.

Constable Zachary Rolfe has been charged with the murder of Mr Walker. ( ABC News: Grenville Turner )

Chief Minister Michael Gunner said he understood people were hurting in Yuendumu and communities across the Northern Territory, and also in the police force.

He said the NT Government would be providing transport back out of Alice Springs for people coming in from communities to today's rally.

"I think like a lot of people right now, I am hurting," he said.

"What I ask right here, right now is that everyone remain respectful and peaceful to each other.

"As Territorians we have been through challenging times before — we cannot and will not let this divide us."

Mr Gunner said his priority was to help the Yuendumu community and others "to return to normal, to make sure that kids are going to school, to make sure they have the healthcare they need, to make sure they are still receiving critical services."

The police force needed to receive "the understanding and cooperation of Territorians to allow them to do their jobs right across the Territory in a very difficult time."

Space to play or pause, M to mute, left and right arrows to seek, up and down arrows for volume. Watch Duration: 1 minute 17 seconds 1 m 17 s The NT's Chief Minister calls for calm amidst the investigation into Kumanjayi Walker's death.

'Difficult and emotional times,' Wyatt says

Federal Minister for Indigenous Australians Ken Wyatt arrived in Alice Springs today.

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"My focus is on the safety and wellbeing of those closest to the incident," he said.

"I understand that these are difficult and emotional times for many members of the community."

Mr Wyatt said "now was not the time for blame".

"As charges have now been laid it would be inappropriate to comment on the incident," he said.

Shadow Minister for Indigenous Australians Linda Burney said Mr Walker's family was asking for calm and respect.

She also expressed shock at Mr Rolfe being granted bail.