The justice department last year opened an inquiry into the unarmed black teenager’s death, then stood aside to allow Florida’s prosecution to proceed.
George Zimmerman, who said he opened fire in self-defence in February 2012, was cleared of murder on Saturday.
Civil rights groups have pledged further protests over the verdict.
Reverend Al Sharpton’s National Action Network is aiming to hold protests in 100 cities next Saturday in front of federal buildings.
Over the weekend, demonstrations across the country against the verdict have been mostly peaceful, with protesters demanding justice for Martin’s family and questioning the fairness of the justice system.
In a speech to a black women’s college group in Washington DC, Mr Holder said he understood those present were concerned about the case.
“The justice department shares your concern,” he told the audience to applause. “I share your concern.”
The US attorney general said he hoped the country would take the opportunity “to speak honestly about the complicated and emotionally charged issues that this case has raised”.