It may have been an allusion a statement by a group called the New Black Liberation Militia, which planned to travel to Sanford, Fla., next week to enact a citizen's arrest against Zimmerman and bring him to federal authorities.
Sanford, Fla., Police Chief Billy Lee said Zimmerman asserts he shot Martin out of self-defense.
"Until we can establish probable cause to dispute that, we don't have the grounds to arrest him," Lee said last Tuesday.
Martin had been staying at his father's girlfriend's house during the night of the NBA all-star game Feb. 26.
On his way back into the gated suburban Orlando community after stepping out, Martin, wearing a hood, was spotted by Zimmerman.
Zimmerman described Martin as suspicious because he was wearing a hooded sweatshirt and walking slowly in the rain, police later told residents at a town hall.
A dispatcher told him to wait for a police cruiser, and not leave his vehicle.
But about a minute later, Zimmerman left his car wearing a red sweatshirt and pursued Martin on foot between two rows of townhouses, about 70 yards from where the teen was going.
Zimmerman's pursuit of Martin did not of itself constitute a crime, Lee said.
Witnesses told ABC News a fistfight broke out and, at one point, Zimmerman, who outweighed Martin by more than 100 pounds, was on the ground and that Martin was on top.
Austin Brown, 13, was walking his dog during the time of the altercation and saw both men on the ground but separated.
Brown, along with several other residents, heard someone cry for help, just before hearing a gunshot. Police arrived 60 seconds later and the teen was quickly pronounced dead.
According to the police report, Zimmerman, who was armed with a handgun, was found bleeding from the nose and the back of the head, standing over Martin, who was unresponsive after being shot.
An officer at the scene overheard Zimmerman saying, "I was yelling for someone to help me but no one would help me," the report said.
Witnesses told ABC News they heard Zimmerman pronounce aloud to the breathless residents watching the violence unfold, "It was self-defense," and place the gun on the ground.
But after the shooting, a source inside the police department told ABC News that a narcotics detective and not a homicide detective first approached Zimmerman. The detective peppered Zimmerman with questions, the source said, rather than allow Zimmerman to tell his story. Questions can lead a witness, the source said.
Another officer corrected a witness after she told him that she heard the teen cry for help.
The officer told the witness, a long-time teacher, it was Zimmerman who cried for help, said the witness.
ABC News has spoken to the teacher and she confirmed that the officer corrected her when she said she heard the teenager shout for help.
The Sanford Police Department earlier refused to release 911 calls by witnesses and neighbors.
Several of the calls, ABC News has learned, contain the sound of the single gunshot.
Lee publically admitted that officers accepted Zimmerman's word at the scene that he had no police record.
Two days later, during a meeting with Trayvon's father, Tracy Martin, an officer told the father that Zimmerman's record was "squeaky clean."
Yet public records showed that Zimmerman was charged with battery against on officer and resisting arrest in 2005, a charge that was later expunged.
In an a letter to the Orlando Sentinel, Zimmerman's father contended his son is not a racist.