The clip shows the unidentified pair standing outside their home on Sunday night - the woman is seen pointing a handgun at the crowd.
Around 6 p.m. Sunday, a barefoot man in a pink collared shirt walked out from the five-story house, carrying a semiautomatic rifle as he appeared to threaten the group.
The Washington Post was unable to independently confirm the couple's identity as of early Monday, at which point a video of the scene on social media had been viewed nearly 9 million times.
Hundreds of angry demonstrators that gathered outside the mayor's home chanted: "Resign Lyda, take the cops with you".
U.S. President Donald Trump retweeted the first video amid a string of other anti-protester tweets on Monday morning.
Journalist Daniel Shular recorded a video of a couple and posted it on Twitter, writing: "A couple has come out of their house and is pointing guns at protesters in their neighborhood".
The petition also condemnes the St Louis' mayor over her support for police funding amid nationwide calls to abolish and defund police departments after George Floyd was killed in Minneapolis police custody on 25 May.
Just one day before the McCloskeys emerged onto their front lawn, a man protesting the death of Breonna Taylor - the Black 26-year-old EMT who was shot dead by police as she slept without ever being suspected of a crime - was fatally shot by a man in his early 20s in Louisville, Kentucky.
The video was removed from Facebook and Krewson apologised on Friday, stating she did not "intend to cause distress".
The mayor repeated the names and streets of at least 10 activists on Facebook Live and said most advocated to defund the police and shift that money into social services, according to the River Front Times. Another called it "a move created to silence dissent".
St. Louis police said the couple had called police for help once they saw the large crowd enter Portland Place.
"As a leader, you don't do stuff like that.it's only right that we visit her at her home", said Democrat state Representative Rasheen Aldridge, speaking into a megaphone at the protest Sunday.