Hundreds of people took to the streets of the Shiite village of Bani Jamra, shouting slogans hostile to the regime, witnesses said.
The police fired buckshot to disperse the crowd, hitting several protesters, the witnesses said, without giving a precise number of wounded.
The government said the three fugitives were killed last Thursday as they tried to flee by boat from Bahrain to Iran following a prison break.
They were either prisoners who escaped in the January 1 storming of Jaw prison or their accomplices, according to the interior ministry.
The fresh clashes came as protesters marked the sixth anniversary of an anti-government uprising that was bloodily suppressed.
An explosion wounded two civilian passers-by yesterday evening, the interior ministry said.
The ministry did not say what caused the blast in a village outside Manama, but demonstrators sometimes throw petrol bombs during the sporadic protests that still grip the Sunni-ruled but Shiite-majority kingdom.
The latest demonstration in the capital ended when police fired tear gas and stun grenades, witnesses said.
The Shiite-led protests of February 2011 sought a constitutional monarchy and an elected prime minister to replace the current government dominated by the ruling Al-Khalifa family.
Authorities crushed them the following month with the support of Saudi-led forces who secured key installations.
Since then, the authorities have banned the Shiite opposition and handed long jail terms to many of its leaders. Some have been stripped of their citizenship.
Tiny but strategic Bahrain lies just across the Gulf from Iran and is home to the US Navy's Fifth Fleet.
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