"We have registered a case of shooting... by a member of the police, and our investigators are on the scene," Independent Police Investigative Directorate (IPID) spokeswoman Lizzy Suping told AFP.
Residents angry at the high cost of basic services barricaded roads with burning tires and set ablaze a municipal building in Thembisa township east of the financial hub Johannesburg.
The latest bout of protests came after former president Thabo Mbeki warned the country could see an uprising similar to the Arab Spring, triggered by mounting discontent.
Mbeki last month accused his successor Cyril Ramaphosa of failing to deliver on his promises to tackle widespread poverty, inequality and unemployment, which stands at over 34.5 percent, with youth joblessness at nearly 64 percent.
A year ago South Africa saw an outbreak of the worst violence the country has experienced since the end of the apartheid era three decades ago. The large-scale rioting and looting left more than 350 dead.
The ten days of rioting followed the incarceration of former president Jacob Zuma for snubbing graft investigators.