Army units were deployed after the shooting in Kohat city, where activists of the Ahl-e-Sunnat Wal Jamaat (ASWJ), a front for the banned Sipah-e-Sahaba, were demonstrating against Friday's violence in Rawalpindi, police said.
Protesters clashed with rival groups and several shops in the city were set ablaze, media reports said.
It was not known immediately who opened fire but the area is known to be a stronghold of the Pakistani Taliban.
The administration and police sealed entry points and residents were directed not to leave their homes.
Curfew was imposed in Rawalpindi after Shias participating in a Muharram procession clashed with students from a Sunni seminary on Friday. Eleven people were killed and over 40 injured in violence in Rawalpindi and Multan.
