Given the wide angle, the video is hard to see but it shows David Brooks Jr. holding what appears to be a gun before being shot.
An officer is heard saying, "hey bro, drop your gun." Brooks makes a movement and two officers yell "drop your gun" and then a shot is fired.
The entire incident from the time the officer says "hey bro" to when the shot is fired lasts about five seconds.
The officers then run over to Brooks and one is heard saying, "hey man you good?"
There is no body camera video, as the department does not deploy body-worn cameras to officers.
The shooting happened near a Dollar General on July 24.
Police responded to the area after someone called 911 reporting that he was walking down the street holding a gun.
Police Chief David Hess said last week that a loaded, sawed-off shotgun was found at the scene. It is illegal to carry a sawed-off shotgun in the state of North Carolina.
David Brooks Sr. told ABC11 on Wednesday that his son's death will not be in vain.
"I talked to the management of Dollar General. They said they have no problem with him. He's been in there before with a gun. He's always been respectful," Brooks Sr. said.
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Brooks' death sparked marches and vigils calling for justice and rejecting the notion that Brooks' death was a justified shooting by Roxboro Police Department.
"You shot him down like a dog in the street! But when the KKK pushed through here -- where's everybody at?" Brooks' cousin Tanillya Patridge said in a previous interview with ABC11. "You got 30, 50 white people with guns and dogs downtown, where's everybody at?"
The family told ABC11 that the department was familiar Brooks because of previous run-ins he had with officers. They felt that this particular incident could have been handled better, given the man's mental health challenges.
WATCH: Dozens march for justice after man killed in Roxboro officer-involved shooting
North Carolina State Bureau of Investigation has been placed in charge of the investigation.