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They want the Inspector General of Police (IGP) and the top security brass to bring the perpetrators to book.
The NDC MPs walked a distance of approximately 2.23 km to the Police Headquarters.
Minority Chief Whip, Mohammed Muntaka Mubarak said they had hoped Parliament will address the issue but it appeared the Majority seemed unperturbed.
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NDC MPs don black
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He said the "Government is not acting on any of the videos and is making it look as if it is business as usual, just swear her in and carry on, which is wrong.
"So we thought to let the IGP know that it has been five clear days and now they are swearing her in, not a single person has been arrested, nothing has been done."
At least seven people sustained gunshot wounds and have been rushed to the hospital when some unknown gunmen invaded the Bawleshie residence of the National Democratic Congress (NDC) candidate, Kwasi Delali Berempong.
Some of the victims are said to have sustained injuries at the neck, arm and back.
The gunmen, believed to be members of Invisible Forces, a political vigilante group, shot sporadically, leaving residents to run for their lives.
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NDC MPs don black
The masked gunmen allegedly appeared in military uniform and started shooting at the scores of people who had gathered at Brempong's residence.