Civil rights activist Al Sharpton on Wednesday called for a protest march in Washington following a New York grand jury decision not to indict a white policeman in the chokehold death of an unarmed black man.

"We have no confidence in local state prosecutions because state prosecutors work hand in hand with the local police," the veteran civil rights activist told a news conference in Harlem to announce the December 13 march.

Appearing with Sharpton were the mother and widow of Eric Garner, 43, a father of six who died in July after police used a banned chokehold while arresting him in the New York borough of Staten Island in July on suspicion of illegally selling cigarettes.

"This thing is just breaking my heart, just pulling me apart," said Gwen Carr, Garner's mother.

Esaw Garner, his widow, said: "Who's gonna play Santa Claus for my kids this year?"

US Attorney General Eric Holder said on Wednesday the Justice Department was launching a federal civil rights investigation into the death of Garner.

"Our prosecutors will conduct an independent, thorough, fair and expeditious investigation," Holder told reporters. "In addition to performing our own investigative work, the department will conduct a complete review of the material gathered during the local investigation."

The grand jury's decision sparked anger and protests in US cities on Wednesday night.

It was the second grand jury in just over a week to decline to prosecute a white policeman in the death of an unarmed black man. The decision by grand jurors in Ferguson, Missouri, in the death of teenager Michael Brown sparked a spasm of violence, with businesses burned and looted.

Calling Garner's death a "tragedy," Holder said: "All lives must be valued. All lives."

He said the case was one of several recent incidents across the country that "have tested the sense of trust that must exist between law enforcement and the communities they are charged to serve and protect."

Holder urged protesters to "remain peaceful in their demonstrations, and not to engage in activities that deflect our attention from the very serious matters our nation must confront."