The Democratic lawmakers wanted an unscheduled talk with McCrory about several Republican backed policies.
Early Thursday morning, the group marched from the state legislative building to the governor's office at the old capitol building.
Instead of meeting with the governor, they presented his secretary with a list of their concerns, including new legislation to cut healthcare and the controversial voter ID legislation.
"What we're trying to do is be the voice of reason, to stand in the gap and talk on behalf of those, if they continue to come Monday after Monday there's no way the Black Caucus can stay silent," Rep. Garland Pierce said.
Pierce comment referred to protests that have lead to the arrests of several members of North Carolina chapter of the National Association for the Advancement of Colored People in the last two weeks at the legislative building.
NC NAACP president Rev. William Barber said Thursday that the nonviolent demonstrations that have resulted in nearly 50 arrests will continue, though he wouldn't say for how long. He said supporters want him to continue the "Moral Mondays" protests as long as necessary.
The group has said the Republican supermajorities in the legislature are backing a regressive agenda that disproportionately hurts poor and minority residents.
Meanwhile, House Speaker Pro Tem Paul Stam of Apex has dismissed the protests.