The vigil was held Monday night at GoForth Park on Horsepen Creek in Cypress.
The park is named for another deputy who was killed in the line of duty in 2015, Deputy Darren GoForth.
WATCH: Houston Mayor says Deputy Dhalilwal "represents all that is good"
Mayor says Deputy Dhalilwal "represents all that is good"
After GoForth's shooting, Deputy Dhaliwal visited his memorial daily, saying at the time, more people need to support officers and do so in a visible way.
"Just wear blue. Wear blue and be proud of that," Dhaliwal said four years ago. "And that shows support to law enforcement. Simple as that."
Now, everyone wore blue for Dhaliwal.
Before Monday night's vigil, people were asked to bring candles, blue lights, and blue glow sticks.
Mayor Sylvester Turner, Police Chief Art Acevedo and former Sheriff Adrian Garcia honored Dhaliwal at the vigil.
Dhaliwal, a 10-year veteran of HCSO, was the first member of the Sikh community to join the sheriff's office. He's survived by his wife and three children.
WATCH: Former sheriff thanks Dhaliwal family at fallen deputy vigil
Former sheriff thanks Dhaliwal family at fallen deputy vigil
READ MORE ON DEPUTY DHALIWAL'S LEGACY:
Houston Texans hold moment of silence for Deputy Sandeep Dhaliwal
Sheriff remembers slain Deputy Dhaliwal in one-on-one with ABC13
Many share how Deputy Dhaliwal's service impacted their lives'
Grief through bubbles: Mourners honor fallen deputy
Dhaliwal's loved ones remember fallen deputy
Papa John's to donate profits to family of fallen deputy Sandeep Dhaliwal on Tuesday