Police shot Brazilian eight times
Mr Menezes had been in London for more than three years. The man mistaken for a suicide bomber by police was shot eight times, an inquest into his death has heard.
Brazilian Jean Charles de Menezes, 27, was shot seven times in the head and once in the shoulder, at Stockwell Tube station, south London, on Friday.
Det Insp Elizabeth Baker revealed the details at a hearing in London.
Security sources said Mr Menezes had an out-of-date visa, but his family denied this. Foreign Secretary Jack Straw said he believed he was legally in the UK.
Mr Menezes' cousin, Alex Pereira, who is based in London, said the police would "kill thousands of people" if they were not held accountable for what had happened at Stockwell.
He said: "They just kill the first person they see, that's what they did. They killed my cousin, they could kill anyone." Brazilian media reports say British human rights lawyer Gareth Peirce is acting as the family's legal adviser, amid reports that they are considering suing Scotland Yard. The Independent Police Complaints Commission (IPCC) will investigate the shooting.
Nick Hardwick, head of the IPCC, said the commission needs to find out the truth of what happened "to ensure it can never happen again". He said that "if people haven't acted in accordance with the law and their training" they would be held accountable. Mr Straw met Brazilian Foreign Minister Celso Amorim in London, where they discussed the return of Mr Menezes' body to Brazil.
Both Mr Straw and Mr Amorim said they believed he was living in the UK legally - though there are reports that his precise immigration status is still being checked. "I haven't got any precise information on his immigration status, my understanding is he was here lawfully," Mr Straw said. The Home Office could not confirm his immigration status but said they were looking into it "as a matter of urgency".
Tony Blair said he was "desperately sorry" an innocent man had lost his life.
The prime minister said it was right for Britain to express its "sorrow and deep sympathy" to Mr Menezes' family.
Mr Menezes' cousin says the police "must pay". On Friday morning, Mr Menezes had left his flat in Tulse Hill and boarded a bus towards Stockwell Tube station.
He had been followed by police, who had his block of flats under surveillance.
When he was challenged by police in the Tube station, he fled, reportedly leaping the ticket barrier.
Over the past year there have been an increased number of immigration checks at Tube stations - a policy widely reported in Brazilian papers in London.
Police chased him on to a Tube train where he was shot dead.
In Brazil, relatives are demanding answers as to why Mr Menezes ran and why he was shot by police. Cousin Maria do Socorro, speaking before his immigration status had been questioned, said she thought the police had acted "like amateurs". Ms Socorro said the family were considering suing over the shooting.
Friends of Mr Menezes in London said he had recently returned to Brazil for eight months to be with his father, who was being treated for cancer.
Fausto Soares, 26, said Mr Menezes had been sending money to pay for the treatment and was concerned how the family would now cope financially.
BBC home affairs correspondent Danny Shaw said the type of visa Mr Menezes had been given would normally be valid for one-and-a-half to two years.
President Bush commented on the shooting: "Exactly how much IS a Brazilian"?!
It later emerged that British Police were Fined a Pathetic £175,000 for Murdering an Innocent Brazilian!