"Witnesses and the rights group Amnesty International said several people were killed and wounded when soldiers opened fire.
The state governor said about 25 people had been wounded but only one person had died.
An indefinite 24-hour curfew has been imposed on Lagos and other regions.
Protests over a now-disbanded police unit - the Special Anti-Robbery Squad (Sars) - have been taking place for two weeks, with demonstrators using the social media hashtag #EndSars to rally crowds.
As tensions continued to rise on Wednesday, police in different districts of Lagos fired shots in the air to disperse people defying the curfew, the BBC's Nduka Orjinmo reports from the capital, Abuja."
Hosts: Ana Kasparian, Cenk Uygur
Cast: Ana Kasparian, Cenk Uygur
The largest online progressive news show in the world. Hosted by Cenk Uygur and Ana Kasparian. LIVE weekdays 6-8 pm ET.
Help support our mission and get perks. Membership protects TYT's independence from corporate ownership and allows us to provide free live shows that speak truth to power for people around the world. See Perks: ▶ https://www.youtube.com/TheYoungTurks/join
(liberal news show) We are a rare show that combines all of the news that people care about in one place. We are not afraid to talk about politics and entertainment and sports and pop culture. But that is not the revolution either.