About 55 percent of black millennials said they or someone they knew had been harassed or harmed by police, the study said, compared with only about a third of whites and a quarter of Latinos.
That response came from a 2009 survey, findings with renewed significance following the police killing of unarmed black teen Michael Brown in Ferguson, Missouri, in 2014, which sparked street protests and rekindled a national civil rights movement under the banner Black Lives Matter.
Despite their concerns about policing, almost three-quarters of black youths said in 2014 they believed they could make a difference through politics, according to the report. Only around half of young white and Latino respondents held the same view, it said.
Black millennials also showed significantly more support for federal policies promoting job creation and bolstering benefits for the country's poor, according to the research.
More than eight in 10 black millennials approved of the Affordable Care Act, compared to only half of Latinos and about a third of whites.
Black millennials were also more supportive than whites or Latinos of hiking the federal minimum wage and boosting spending on training and education for the unemployed, the study said.
The views of black millennials are becoming increasingly important as political engagement has climbed for young blacks in the past several presidential election cycles, even outstripping voting rates of young whites during the two most recent national contests, the report showed.
Black millennials, as well as Latino youth, were also much more likely to support gun control than protecting gun owners' rights, and more frequently said they were very afraid of gun violence than their young white counterparts.
The report showed that almost a quarter of black youths had experienced gun violence in the past year, or knew someone who had, a rate nearly three times higher than for young whites and about 1.5 times higher than Latinos.