A vigil was held Sunday outside the home of 28-year-old Atatiana Jefferson who was fatally shot the night prior by a Fort Worth, Texas police officer. Jefferson, who is black, was killed in her home by a white officer who has since been placed on administrative leave.

Mayor Betsy Price was in attendance at the vigil but left shortly after she was approached by a crowd of people who chanted "lock him up" in reference to the unidentified officer. Her family is still seeking answers, CBS Dallas-Fort Worth reports.

According to an attorney, they maintain the officer "didn't have time to perceive a threat" before opening fire. "You didn't hear the officer shout, 'Gun, gun, gun,'" Lee Merritt said after viewing the officer's bodycam video. "He didn't have time to perceive a threat. That's murder."

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Jefferson was watching her 8-year-old nephew when she was shot through a window and killed around 2:30 a.m. October 12.

Atatiana Jefferson Lee Merritt /CBS DFW

"It's another one of those situations where the people that are supposed to protect us are actually not here to protect us," Jefferson's sister, Amber Carr, said. "You know, you want to see justice, but justice don't bring my sister back."

Jefferson's aunt, Venitta Body, said the family is struggling to understand why Jefferson was killed.

"It's like from the moment we got the call, it's been more and more inconceivable and more confusing. And there has nothing been done in order to take away that confusion," Body said.

James Smith, the concerned neighbor who called the non-emergency number, told CBS Dallas-Fort Worth that he was just trying to be a good neighbor.

"I'm shaken. I'm mad. I'm upset. And I feel it's partly my fault," Smith said. "If I had never dialed the police department, she'd still be alive."

Smith said Jefferson and her nephew typically lived with an older woman, who's been in the hospital.

"It makes you not want to call the police department," he said.