The FBI's Louisville field office also issued a statement saying that its investigation into Ms Taylor's death had made "significant progress" since it began last May, without providing further details.
A child holds a sign that says "BREEWAYY" at Jefferson Square Park on Saturday.
Taylor, a Black 26-year-old emergency medical technician and aspiring nurse, was shot six times and killed by police in her Louisville home during a botched raid on March 13, 2020.
An afternoon vehicle caravan snaked through the city, led by shouts of "Justice for Breonna Taylor", a popular rallying cry during last summer's protests against police brutality and systemic racism.
On the anniversary of Breonna Taylor's death, her hometown of Louisville is determined that the USA doesn't forget her. Flowers, candles and murals of Taylor are centre stage in Jefferson Square Park - dubbed Injustice Square or "Breewayy" by many locals.
Walker filed a federal lawsuit against the police department on Friday, one of his lawyers said.
A painted sign by Nina Scott honors Breonna Taylor, as well as other Black women who demonstrators asked the community to remember. "As we continue to mourn her, we must press ahead to pass meaningful police reform in Congress", he wrote.
A grand jury indicted one officer on wanton endangerment charges in September for shooting into a neighbour's apartment, but no officers were charged in connection with Taylor's death. Walker, believing it was a break-in, fired his gun.
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Taylor's death initially flew under the media radar, as the COVID-19 crisis shut down society, but George Floyd's death in Minnesota and the release of a chilling 911 call from Walker in late May sparked interest in the case.
On the anniversary of Breonna Taylor's death, a group of protesters gathered on the Diag at the University of MI to call for more accountability from themselves and the community. No drugs were found in Taylor's apartment.
Walker referenced the closure of the case against him during Saturday's rally.
"That's a good start", Walker said.
Taylor's "death resonates still in our city and around the world, underscoring the need to reform systems and act more urgently to advance racial justice and equity", he said on Twitter.
"When we were out here this summer, the streets were full, we had thousands of people participating", said Niya Fearrington, one of the Youth Council organizers of the vigil. "It's important to celebrate and hold each other up for that, but it's also important for people to recognize how much unpaid labor Black women are doing to keep us on track so that we don't go back 400 years".
Kentucky Gov. Andy Beshear, a Democrat, tweeted a statement in support of Taylor's family, including her mother, Tamika Palmer.
On Saturday, activists and supporters joined Taylor's family in a rally at Jefferson Square Park - the heart of many of Louisville's protests over the previous year - to remember her life and demand further justice. "I will never understand the unimaginable grief of Tamika Palmer and other family and loved ones, but I am committed to listening and working with others to be build a more suitable and fair commonwealth for every Kentuckian".