No injuries have been reported, the government said.
The incident occurred during the peaceful demonstration of the NFAC, a Black militia group. The group was given a permit for a demonstration protesting the death of Trayford Pellerin at the hands of police.
Pellerin was shot and killed in front of a Lafayette convenience store in August.
The group of more than 400 armed demonstrators was about to begin marching when CNN crews heard two to three bangs.
Concerns were raised ahead of the weekend that white militias might also attend the demonstration and tensions could boil over.
The city told CNN earlier that it supports NFAC’s right to bear arms.
“They’re our visitors. They’re our guests and yet we’ve rolled out the red carpet for them,” Carlos Harvin, Chief of Minority Affairs for Lafayette Consolidated Government said.
Pellerin’s death, along with the police killings of other Black people, including George Floyd in Minneapolis and Breonna Taylor in Louisville, Kentucky, has sparked protests and outrage over racial injustice and police brutality.
“We are the response. We are not the incident,” NFAC founder John Fitzgerald Johnson, also known as Grandmaster Jay, told CNN. “We are the response to repeated incidents or the response to repeated injustices.”
Pellerin, a 31-year-old Black man was fatally shot in August during an encounter with officers from the Lafayette Police Department.
Officers responding to a “disturbance involving a person armed with a knife” at a convenience store found Pellerin in the parking lot, according to a statement from the Louisiana State Police.
The statement says Pellerin had a knife and left when officers tried to apprehend him. The police followed him on foot and used Tasers as they pursued him, the statement says, “but they were ineffective.”
The officers shot Pellerin as he tried to enter a convenience store, according to Louisiana State Police. He was taken to a hospital where he was pronounced dead.