Mukesh Singh, a second director general of police, claimed that the man who was killed had confessed to being involved in a drone drop of weapons.
The centre was allegedly aiming to "secretly" provide Rohingya refugees "permanent residence" in the nation's capital, according to the Delhi government.
The rally was organised by the Samyukt Kisan Morcha to "demand justice" in the Lakhimpur Kheri violence case.