The New York Attorney General will not investigate the fatal police-involved shooting of a Bronx woman, according to a source.

The source says if the Attorney General's Office were to assert justification in a case that it would also be allowing the defense attorney to try to throw the case out because the Attorney General has no justification in the case.

Dozens of protesters marched Wednesday night in support of Deborah Danner, 66, who police say an NYPD sergeant fatally shot Tuesday while responding to a 911 call at a Pugsley Avenue apartment in Castle Hill. They took their rally to the NYPD's 43rd Precinct.

According to police, Danner was inside her apartment and armed with scissors. Police Sgt. Hugh Barry, an eight-year veteran of the force, told Danner to put down the scissors and walk out of the room. She picked up a bat and attempted to swing it at Barry, who shot her twice in the stomach. 

The Bronx District Attorney's office says they will be investigating the case.