An unarmed black teenager shot to death by a Florida neighbourhood watch captain told his girlfriend he was being followed shortly before the confrontation that killed him, a lawyer said Tuesday as federal and state prosecutors announced they would investigate.

"Oh he's right behind me, he's right behind me again," 17-year-old Trayvon Martin told his girlfriend on the phone, the Martin family's attorney said.

The girl later heard Martin say, "Why are you following me?" Another man asked, "What are you doing around here?"' attorney Benjamin Crump said.

The phone call that recorded Martin's final moments was disclosed as the U.S. Justice Department opened a federal civil rights probe into the Feb. 26 shooting and the local prosecutor convened a grand jury to investigate.

The neighbourhood watch captain, George Zimmerman, has not been charged and has said he shot Martin, who was returning to a gated community in Sanford after buying candy at a convenience store, in self-defence after Martin attacked him.

George Zimmerman, a Sandford, Fla., neighbourhood watch captain, insists he shot unarmed teenager Trayvon Martin in self-defence. (Orange County Jail via Miami Herald/Associated Press)

Police say Zimmerman is white; his family says he is Hispanic.

The case has ignited racial tensions in this Orlando suburb of 53,500 people, sparking rallies and a protest in Gov. Rick Scott's office on Tuesday. The Rev. Al Sharpton is joining Sanford city leaders at a town hall meeting later Tuesday to discuss the investigation.

Police say Zimmerman was bleeding from his nose and the back of his head, and told police he had yelled out for help before he shot Martin.

Crump told reporters Tuesday it was Martin who cried out when a man bearing a 9mm handgun came at him.

Call blows self-defence claim 'out of the water': lawyer

Martin called his 16-year-old girlfriend in Miami several times on Feb. 26, including just before the shooting, Crump said. The discovery of the lengthy conversations, including one moments before the shooting, was made over the weekend by Martin's father by checking his son's cellphone log, Crump said.

"She absolutely blows Zimmerman's absurd self-defence claim out of the water," Crump said of Martin's girlfriend, whose name was withheld.

Martin told the girl on his way back from the store he'd taken shelter the rain briefly at an apartment building in the gated community where his father lives, Crump said. Martin then told the girl he was being followed and would try to lose the person, Crump said.

"She says: 'Run.' He says, 'I'm not going to run, I'm just going to walk fast,' " Crump says, quoting the girl.

After Martin encountered Zimmerman, the girl thinks she heard a scuffle "because his voice changes like something interrupted his speech," Crump said. The phone call ended before the girl heard gunshots.

The last call was at 7:12 p.m. Police arrived at 7:17 p.m. to find Martin lying face down on the ground.

Zimmerman was handcuffed after police arrived and taken into custody for questioning, but was released by police without being charged. Crump called the treatment patently unfair and asked if Martin would have received the same treatment if he had been the shooter.

"We will not rest until he is arrested. The more time that passes, this is going to be swept under the rug," Crump said.

Florida's 'Stand Your Ground' law under fire

Crump said he plans to turn over information about the call to federal investigators; a grand jury in Seminole County is also likely to subpoena the records. The Florida Department of Law Enforcement is also involved in the state case.

Former federal prosecutors said there are limitations to a Justice Department civil rights probe, which typically would involve a sworn law enforcement officer accused of abusing his authority. In this case, they said, it's not clear whether Zimmerman had any actual law enforcement authority or if the Sanford Police Department did anything improper.

"I think the community has the feeling that there's some type of cover-up," said Jeffrey Sloman, former U.S. attorney in Miami. "At least the department's involvement makes sure it gets some review. He wasn't a police officer. I'm sure that this is going to be a tough case to prosecute." Authorities may be hamstrung by a state "Stand Your Ground" law that allows people to defend themselves with deadly force and does not require a retreat in the face of danger. Asked Tuesday if that law needs change, Republican Gov. Rick Scott said "it's always positive to go back and think about existing laws."

The Justice Department's Civil Rights Division said it is sending its community relations service this week to Sanford to "address tension in the community." Seminole County State Attorney Norm Wolfinger said a grand jury will meet April 10 to consider evidence in the case.