Holder also said the Justice Department was providing new guidance to law enforcement authorities about how to approach maintaining public safety while safeguarding the free speech rights of protesters.
The St. Louis County grand jury is weighing criminal charges against the officer, Darren Wilson, in the August 9 shooting of 18-year-old Michael Brown, a case that has become a flashpoint for U.S. race relations.
Missouri Governor Jay Nixon has already declared a state of emergency and called in 400 National Guard troops to back up local police ahead of the grand jury's decision in anticipation of protests if Wilson is not charged.
The incident triggered months of protests, with many in the local black community wanting Wilson to be charged with murder. The officer maintains he was acting in self-defense.
"The Justice Department encourages law enforcement officials, in every jurisdiction, to work with the communities they serve to minimize needless confrontation," Holder said in a video address released by the department.
Riot police arrested at least two demonstrators overnight in Ferguson as tensions simmer ahead of the grand jury decision. Local police have told residents to expect a grand jury decision on Sunday (local time), the Huffington Post reported on Thursday.
Holder's comments represent the department's latest effort to try to prevent a recurrence of the violence that gripped the St. Louis suburb in the weeks following the shooting.
Local police used military vehicles and riot gear in August to deal with some protesters in demonstrations that sometimes turned violent. Civil rights groups criticized those tactics, which they said incited more anger from demonstrators.
Holder on Friday also sent a message to protesters that "the most successful and enduring movements for change are those that adhere to non-aggression and non-violence."
"Of course, I recognise that progress will not come easily, and long-simmering tensions will not be cooled overnight," he added.
Justice Department officials have been working with Ferguson police, holding a two-day workshop to train them on best policing practices in such situations.
"The true evaluation is not whether they attend. It is whether they accept it and implement it," said Ron Davis, head of the department's Community Oriented Policing Services unit.
A federal court last month ordered Ferguson police to abandon a so-called five-second rule that forbade protesters from standing still for more than a few seconds. Other tactics, including use of police vehicles, are still permitted.
Holder's department continues to review the conduct of the Ferguson police in the aftermath of the shooting and officials have been weighing possible federal civil rights charges against Wilson.
Holder, the first black attorney general and one of President Barack Obama's closest allies, announced in September he was stepping down from the post. Obama has nominated Brooklyn federal prosecutor Loretta Lynch to succeed him.