13 October 2014
Last updated at 20:05 ET
Riot police lined up outside the building and arrests were made when people tried to break the line.
The protests were part of four days of events called "Ferguson October", which calls for an end to police brutality.
Demonstrators also demanded that charges be brought against the white officer who killed Michael Brown, 18, at the start of August.
The shooting sparked weeks of unrest and made national and international headlines.
A grand jury is deciding whether to bring charges against the officer.
The protest began on Monday morning when demonstrators marched with arms joined from Wellspring Church to the police station in heavy rain.
The names of people killed by police across the US were read out, and those included Venderrit Myers Jr, another 18-year-old killed last week by a white police officer in nearby St Louis.
Police say Myers, who was black, shot first but they are investigating why 17 shots were fired by the officer.
Outside the police station, the chalk outline of a man was drawn on the ground, which organisers said was "a memorial for the body of Michael Brown".
Bishop Wayne Smith of the Episcopal Diocese of Missouri told US media his faith compelled him to be there.
"I want to show solidarity, and call attention to the structural racism of St. Louis," he added.
Ferguson Police said 42 people were arrested at the police station and another six were arrested for blocking a street elsewhere.
by Kathy DiNuzzo and Biodun Iginla, BBC News
Nearly
50 people have been arrested at protests in Ferguson, Missouri, over
the shooting of an unarmed black teenager two months ago.
Academic Cornell West was among those held after he led hundreds of people in a march to the police station.Riot police lined up outside the building and arrests were made when people tried to break the line.
The protests were part of four days of events called "Ferguson October", which calls for an end to police brutality.
Demonstrators also demanded that charges be brought against the white officer who killed Michael Brown, 18, at the start of August.
The shooting sparked weeks of unrest and made national and international headlines.
A grand jury is deciding whether to bring charges against the officer.
The protest began on Monday morning when demonstrators marched with arms joined from Wellspring Church to the police station in heavy rain.
The names of people killed by police across the US were read out, and those included Venderrit Myers Jr, another 18-year-old killed last week by a white police officer in nearby St Louis.
Police say Myers, who was black, shot first but they are investigating why 17 shots were fired by the officer.
Outside the police station, the chalk outline of a man was drawn on the ground, which organisers said was "a memorial for the body of Michael Brown".
Bishop Wayne Smith of the Episcopal Diocese of Missouri told US media his faith compelled him to be there.
"I want to show solidarity, and call attention to the structural racism of St. Louis," he added.
Ferguson Police said 42 people were arrested at the police station and another six were arrested for blocking a street elsewhere.
Michael Brown shooting
Features and analysis
-
Black officer on Ferguson 'divide'
A black female police officer who works in the St Louis area discusses her take on the controversy in Ferguson and the realities of race on the force.
-
Trigger decision: when police shoot
-
Black and white views
-
How the world sees Ferguson
-
What do parents tell their children?
-
Three fatal minutes, several versions
-
Voices from Ferguson
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