Jamilah Nasheed, a Democratic state representative, told KTVI-TV, St. Louis, she plans to be at a rally Saturday.
"We're having it because of the reckless policies the NRA pushes throughout this country," she said. "When you have mothers crying and youth dying in the streets because of their reckless policies we feel there's a need to speak out."
The NRA's lobbying for laws easing gun ownership and use has come under scrutiny because of the killing of Trayvon Martin, 17, in Florida. George Zimmerman, a neighborhood watch volunteer who said he shot the unarmed Martin in self-defense, was charged Wednesday, weeks after the killing. Police said initially he was protected by Florida's Stand Your Ground law.
Among the 60,000 people expected to attend the convention are Mitt Romney, the presumptive Republican presidential nominee, and former House Speaker Newt Gingrich, who is still a candidate for the nomination. The convention runs through the weekend, concluding Sunday afternoon.
Adam Arulanandam, an NRA spokesman, said the organization is not worried about protesters.
"That's just the majesty of freedom and first amendment and democracy. People have the right to voice their opinion," he said.