The parents and other family members of Jean Charles de Menezes were escorted by police officials to the Stockwell station, which was closed to service for their half-hour visit.
De Menezes, 27, was shot in the head seven times July 21 by officers who had tailed him, mistakenly believing he was a terrorist.
"We are searching for justice," said his mother, Otone de Menezes. "I want the police to be punished."
Speaking to the BBC before leaving Brazil Tuesday, her husband, Matozinhos Da Silva said: "The police tried to deceive us, saying that Jean had run, that he was in the wrong. They misled and cheated us. These things shouldn't happen, and the truth needs to be told."
An investigation into the death is being carried out by the Independent Police Complaints Commission.