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Mr Morgan, 37, originally from Llanfrechfa, near Cwmbran, was found with an axe in his head in a south London pub car park in 1987.
BBC: The memorial to Daniel Morgan
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Samantha Rigg-David, the sister of Sean Rigg, a 40-year-old man who died in police custody in 2008 in Brixton, and Alastair Morgan, whose brother Daniel - a private detective - was found with an axe in his head in a south London pub's car park in 1987, took part in the demonstration.
BBC: Protesters call to replace IPCC
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The schoolboy was shot in the car park of the former Fir Tree pub in Croxteth when he was caught in the crossfire between two gangs as he left a nearby football pitch.
BBC: Work starts on Rhys Jones Community Centre in Liverpool