The jurors worked for eight hours Tuesday, the New Orleans Times-Picayune reported.
The five current and former officers are variously accused of shooting Henry Glover on Sept. 2, 2005, burning his body in a car and helping cover up the death by writing a false report.
U.S. District Judge Lance Africk read the jury long instructions on how to consider the evidence.
Jurors heard 12 days of testimony, including from all five defendants.
Former New Orleans police officer David Warren is accused of shooting Glover at a strip mall he was guarding with another officer. Warren testified that he fired at Glover because he feared for his life. But Warren's partner testified that the victim had turned to run away.
Lt. Dwayne Scheuermann and Officer Greg McRae are charged with beating two men who helped Glover by driving him to a school in search of medical care. They are also accused of burning Glover's body in a car.
Retired Lt. Robert Italiano and Lt. Travis McCabe are accused of writing a police false report and lying to federal investigators.