Grillo, who plays Crossbones in The Avengers and Captain America, tragically lost Azuma Bennett on 12 August.
Speaking to KNBC while mourning the death of Bennett, Grillo said: "He made everybody feel good about training.
"I don’t know what’s happened to Los Angeles that a beautiful guy like this gets shot and killed over nothing."
Azuma Bennett was fatally shot up to eight times at around 9:45am on Friday 12 August outside a marijuana dispensary in Windsor Hills, Los Angeles, according to police.
Police say when they arrived Mr Bennett was found lying in the doorway of the building with gunshot wounds and was pronounced dead.
At this point, officials have not arrested nor identified anyone related to the attack and the motives behind it.
Marvel star Grillo took to Instagram following Bennett's death to share several articles.
He captioned one with: "We in LA need to wake up to what has become a common occurrence."
Meanwhile, another post read: "Maybe we can force the hand of the powers that be to get off their a*** and fix this s***."
The trainer had a whole list of celebrities on his client list, including UFC fighter Jason "Mayhem" Miller, plus singers Kiana Ledé and Eddie Benjamin.
Bennett was born in Australia and grew up in Sydney.
He moved to the United Sates two years ago and was inspired to move following the death of his father, according to gym trainer Brad Spence, as reported in Mosman Collective.
Fortune Gym, Bennett's gym, has started a GoFundMe page in the trainer's memory. The statement on the page had high praise for Bennett and how special he was to a lot of people.
"Azuma was one of a kind."
"An outstanding athlete, fighter, teacher trainer, and friend/mate to so many."
"We lost one of the best ones out there."
It continued: "He did not deserve this.
"He was kind to all that he met and always engaged everyone in the gym with his positive energy and engaging personality."
Grillo spoke about how LA needed to 'wake up' in relation to gun violence. Well, he may have a point.
This year’s homicide count represents about a 40 percent increase in fatal shootings over the same period in 2020, reports the Los Angeles Times.
Violent crime is also up by 7.2 percent compared with last year.
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