Police found the body of 18-year-old Pamela Mastropietro in two suitcases on January 31st, though the cause of her death has not yet been established by investigators.
"It is inhuman what they did to my daughter; an absurd violence," her mother was quoted by the Ansa news agency as saying at Tuesday's march. "Pamela's death could have been avoided."
She had earlier described Mastropietro in a public Facebook post as "cheerful, spirited, beautiful, good-hearted, helpful to everyone, kind, a bit sensitive, generous... she was a lioness".
She has also announced her intention to set up a non-profit organization in her daughter's memory, to offer support to young people in need. The 18-year-old had left a rehab facility just two days before her death, Italy's Rai News reported.
On Tuesday, protesters carried candles through the rain, as well as banners reading 'Stop the violence'.
Two men are currently under investigation in connection with Mastropietro's death. One of them is currently in detention for concealing and showing contempt for a body, but not for homicide, due to insufficient evidence. He remains under investigation for this crime, but denies all charges and has told investigators the woman died of a drug overdose and he ran away.
The other man is suspected of selling drugs to the woman. It is not yet clear how Mastropietro died, and investigators have not ruled out a drug overdose as the cause.
The woman's family have denounced a drive-by shooting in which six foreign citizens were injured, which the suspect said was prompted by the news a Nigerian man had been arrested over Mastropietro's murder. This attack has prompted debate on Italy's immigration policy and divisive political rhetoric ahead of March's general election.
Though the suspected shooter, Luca Traini, did not know the 18-year-old, he told investigators that when he heard about her death, "instinctively I turned around, I went home, I opened the safe and took the pistol and decided to kill them all." Traini also said he has "no regret" for the injuries he caused, except for the one female victim. He is being held in custody on suspicion of attempted mass murder aggravated by racial hatred.
Traini has a fascist-inspired tattoo and is also a member of the far-right Northern League who ran in local elections last year.
However, Northern League leader denied a political link to the shooting, saying "the moral responsibility of every incident of violence that happens in Italy is that of those who have filled it with illegal immigrants." Coalition ally Silvio Berlusconi, who leads the Forza Italia party, also described the shooting as "non-political" and called immigration "a social bomb ready to explode".
Traini's lawyer said on Monday: "In Macerata, people stop me to give messages of solidarity with Luca. It's alarming, but it gives us a sense of what is happening."
And in Rome, a large banner reading 'Onore a Luca Traini' (Honour to Luca Traini) was photographed on a bridge over the Tiber river.