Answer:
Because the U.S. Constitution gave more power to the Federal government than it previously had under the Articles of Confederation, and some states and people were worried that the Federal government would wield too much power, and override some basic personal and state rights.
The demand for a Bill of Rights was led by the Anti-Federalists, a civil movement that advocated for the inclusion of the bill in the U.S. Constitution before being ratified by the states. The Anti-Federalists were led by such prominent figures as Patrick Henry, Thomas Jefferson, and George Mason.