They have charged that many involved in the death are members of the IRA, the Catholic nationalist paramilitary group.
"Those of you who have gathered here despite intimidation have displayed great courage and a deeply felt sense of justice," McCartney's sister Paula told the crowd from a makeshift platform.
"We hope and pray that in the next couple of weeks those involved in the murder and subsequent clean-up operation will do the patriotic thing and hand themselves over. "As a family we will do all in our power to bring the murderers and their accomplices to justice."
Catherine McCartney, another of the murdered man's sisters, said earlier all those implicated should turn themselves in.
"Twelve to 15 people, many of them are IRA volunteers, were involved. Why are they not being handed over?" she asked.
A banner on display at the rally read: "We want the individuals who have stained the reputation of the neighbourhood to be brought to justice." Another asked: "Who will be the next victim?"
A family member also verbally attacked a local member of parliament representing Sinn Fein, the political wing of the IRA.
Demanding that MP Alex Maskey leave the demonstration, McCartney's uncle asked him in front of the crowd: "Why don't you hand over the other murderers?"
Northern Irish police on Saturday released a man they had held and questioned in connection with the January 30 killing of McCartney, 33, stabbed and beaten following a row at a Belfast bar.
He was released unconditionally. Irish nationalist sources said they had understood the man was one of three IRA members which the paramilitary leadership said it had expelled following an investigation into the murder.