Others, in the frigid 20-below-zero temperatures, chanted, "Stand up, fight back," "What do we want? ICE out! When do we want it? Now!" and "The people united will never be defeated."
Nearby skywalks were packed with onlookers waving at the marchers.
Once inside the arena, footage captured a less impressive group of demonstrators coordinating the wave with signs and sitting in stadium seats, seemingly warming up from the bitter conditions outside.
While the demonstration appeared peaceful, reporters on site noted a security checkpoint was set up in front of the arena with a metal detector.
Elizabeth Shaffer, who represents Ward 7 on the Minneapolis City Council, took to social media to applaud the turnout.
"Thousands showed up today to peacefully march in downtown Minneapolis and rally at the Target Center to demand: ICE out of Minnesota now!" Shaffer wrote in an X post.
She shared a photo from inside the arena, which appeared to show mostly empty seats behind a Jumbotron that said "ICE OUT OF MINNESOTA."
This is a developing story. Check back for updates.