The soldier died and a civilian was hurt when an intelligence officer opened fire near a barricade erected by protesters, said a senior police officer speaking on condition of anonymity.
The officer was "at a spot where the demonstrators had built a barricade. He felt threatened. He shot and hit a soldier who was killed," said the source, describing the shooting as "an unfortunate incident."
Three were killed on the first day of protests on Sunday -- when police were accused of firing on demonstrators -- and three later that night in an alleged attack by ruling party militia forces.
The nine people injured on Thursday included several who suffered gunshot wounds, Burundian Red Cross spokesman Alexis Manirakiza said. A military source confirmed that police had again fired on groups of demonstrators.
The unrest broke out after the ruling CNDD-FDD party designated President Pierre Nkurunziza as its candidate in the next presidential election, which is due to be held in the small central African nation on June 26.
