NT Police Association president Paul McCue says the officer charged with shooting dead Kumanjayi Walker will plead not guilty.

Key points: The 19-year-old's death has been declared a death in custody

The 19-year-old's death has been declared a death in custody NT Police said a 28-year-old male officer had been charged

NT Police said a 28-year-old male officer had been charged Mr Walker's death led to demonstrations in Yuendumu and around the country

Constable Zach Rolfe, 28, was charged with one count of murder over the death of Mr Walker in Yuendumu on Saturday.

Mr McCue said Constable Rolfe would be "vigorously defending the charge" against him.

"The Northern Territory Police Association acknowledges that a decorated member has now been charged with murder in relation to a critical incident at Yuendumu on Saturday, November 9," he said.

"Whilst we acknowledge the tragic circumstances of the event, the member has made it clear that he will plead not guilty and will vigorously contest the charge.

"He, like all, has the presumption of innocence in his favour."

Constable Rolfe has been released on bail and will appear in an Alice Springs court on December 19.

NT Police Commissioner Jamie Chalker urged Territorians to "forget the hate, wrap around one another, make the Territory a much greater place".

"I have police officers who are hurting, I have a community who is hurting," he said.

"From the moment I heard about this incident, I knew lives would forever be impacted."

Commissioner Chalker said questions would be answered "in the fullness of time" — without emotion and with objectivity.

He called on NT Police to "remember the oath they took" and to trust in the legal process.

"My police force's strength is as strong as my weakest link," he said.

"I need more than ever all of my officers to step to the fore— to trust in one another, to trust in the process, to remember the oath they took and the importance of integrity, ethics and fairness."

NT Police Commissioner Jamie Chalker and Deputy Commissioner Michael White addressed the media in Darwin this morning. ( ABC News: Michael Franchi )

'Sincere condolences' from NT Police

Commissioner Chalker also said he was "privileged" a number of senior Aboriginal people had made contact to check on him and his officers.

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

Acting Deputy Commissioner Michael White said an investigation had commenced in response to the incident by Major Crime Squad and Professional Standards Command overseen by Assistant Commissioner Nick Anticich.

"This incident is also subject to oversight by the Northern Territory ICAC, Ombudsman and the coroner," he said.

"Our sincere condolences go to the deceased man's family, the Yuendumu and wider Warlpiri community.

"This is a difficult time for all members of the Northern Territory police force and the community we serve."

In a statement released on Wednesday night, Northern Territory Police said Constable Rolfe had been granted bail in an out-of-session court hearing.

Mr Walker was shot in Yuendumu on Saturday night.

There was no medical help at the time in the community, which is 266 kilometres north-west of Alice Springs.

Kumanjayi Walker was shot by police on Saturday night in Yuendumu. ( Supplied: Facebook )

Safety concerns in Yuendumu

The Yuendumu clinic was unstaffed due to safety concerns related to break-ins.

Health workers in the neighbouring community of Yuelamu, about an hour's drive from Yuendumu, pronounced Mr Walker dead at the Yuendumu police station.

Concerns over staff safety also delayed other medical help arriving from the Royal Flying Doctor Service (RFDS).

Protesters holding 'Justice for Walker' signs marched to Parliament House in Darwin. ( ABC News: Jacqueline Breen )

The RFDS did not immediately leave for Yuendumu because it could not "confirm there was a safe and secure environment for the aircraft/crew to land".

The death has been declared a death in custody.

Mr Walker's death prompted rallies in Yuendumu on Tuesday, with more held in several major Australian cities on Wednesday.

'I am over the bloody moon'

Apryl Day, whose mother's death in custody is being examined, attended a Justice for Walker rally. ( ABC News: Jedda Costa )

Present at the Melbourne rally was Apryl Day, the daughter of Tanya Day, a Yorta Yorta woman whose 2017 death is currently being examined by the Victorian coroner.

Speaking to the ABC in Yuendumu, Ned Hargraves, a senior elder in the community, said he was more "at ease" after the arrest.

"I am overwhelmed for the news today," he said.

"We couldn't have made it without the peoples around us right across the cities and the remote communities that have helped us to fight this.

Loading

"I am over the bloody moon.

"At least I'm more relaxed now, at ease."

Posting on Facebook after the murder charge was announced, Northern Territory Chief Minister Michael Gunner called on "everyone at this extremely difficult time to be as respectful and peaceful as possible".

"As this matter is now before the court I cannot offer any commentary," Mr Gunner said.

"This is a sad time for all involved. It is a time of high emotion.

"What I can say, and what is more critical than ever to remember, is that all members of our police force serve us day in night out, keep us safe and often put themselves in harm's way."

In 2016, soon after graduating to NT Police, Constable Rolfe — then a probationary constable — jumped into floodwaters to rescue two stranded tourists near Alice Springs.

His actions earned him the National Bravery Medal.

Constable Rolfe grew up in Canberra, attending Canberra Grammar School.