Police in the Nigerian capital Abuja fired live rounds to disperse protesters from a banned Shiite group on Tuesday, the demonstrators said, but police denied the claim.
It was the latest confrontation between a pro-Iran group, the Islamic Movement in Nigeria (IMN), and security forces.
The Nigerian army killed 350 IMN Shiites, with many gunned down and burned alive according to rights groups, during a religious procession in northern Nigeria in December 2015.
Tuesday’s protesters were demanding the release of their detained leader, Muslim cleric Ibrahim El Zakzaky, who is facing terror charges.
He and his wife have been held since the 2015 clash.
“Five people were shot, two of them are our members. I am trying to confirm their names,” an IMN spokesman said.
“It is live bullets they shot. They come and shoot indiscriminately,” he said.
“We are out to also protest against the recent statement by the Kaduna State governor that as far as he remains governor, Zakzaky will not be released.
“This coming from a governor is unacceptable because, what it means is that even if a court of competent jurisdiction frees him, he can stall the process.”
Abuja police spokesman Anjugurl Manza denied the claim.
“There were no gunshots by the police. I don’t know where you got your information from,” he told AFP.
Founded by Zakzaky in the late 1970s and inspired by the Iranian Revolution, the IMN has been at loggerheads with the Nigerian authorities for decades.
In July the Nigerian government listed the IMN as a proscribed terror group, banning their activities, yet protests have continued.
Waves of clashes with security forces have claimed hundreds of lives.
