Farrakhan's comments came Sunday, the last day of the four-day Nation of Islam annual convention, which was held in Detroit, the Detroit Free Press reported.
"We want equal justice under the law," Farrakhan said to a crowd of about 18,000 people. "Our people can't take much more. We have to have our own courts. You failed us."
The Nation of Islam was founded in 1930 in Detroit, but is now based in Chicago. The organization believes that separation of races is needed to improve the lives of African-Americans.
During his speech, Farrakhan also denied allegations he is anti-Semitic.
"Did Jesus have a problem with the Jews of his day? He's not a hater. Neither am I. I don't hate Jewish people ... what I hate is evil," he said.
He also blasted Christians who endorse gay marriage.
"God has never sanctioned that kind of behavior," Farrakhan said.