Mr de Menezes' parents visited the station after his death in 2005
A minute's silence was observed and candles were lit outside a Tube station where Jean Charles de Menezes, 27, was mistakenly shot dead in 2005.
Mr de Menezes was shot dead by officers who mistook him for a suicide bomber.
His family and friends gathered at a shrine for the Brazilian outside Stockwell station, south London, where he died.
The electrician's family said they hoped the inquest into his death will give them justice.
Mourners unfurled a banner which read: "Menezes - three years No Justice" at the shrine.
'Years of sadness'
They marked a minute-long silence at 1003 BST, the exact time of the shooting, which took place the day after the failed bombings in London on 21 July, 2005.
Addressing the gathering, Mr de Menezes's cousin Patricia da Silva, said: "It's been three years of sadness for the whole family."
Another cousin Alex Pereira said the family were waiting for the inquest into his death in September.
The inquest into Mr de Menezes death will be held in September
"At the inquest we will be able to ask questions and find out the truth," he said.
"[The police] have to explain why they lied and everyone will see that a crime was committed here. Whoever did this should be punished for it."
Asad Rahman, a spokesman for the Jean Charles de Menezes Family Campaign, said: "It's been a very difficult three years but we've had some major steps along the way that vindicated Jean, and that was very important."
The group also unveiled a flag near the Houses of Parliament made of 1,096 flowers marking the number of days since his death.
On Friday a report revealed the Metropolitan Police had been too slow to improve its surveillance procedures following recommendations by the Independent Police Complaints Commission.
And last year, the Met was convicted under the Health and Safety Act of "endangering the public" during the incident, for which the force was fined £175,000.
The de Menezes family are understood to be unhappy that no individual officer has ever been held responsible for the death.
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