The killings occurred in Brits, a town that lies between Pretoria and the Marikana town where police in August 2012 shot dead 34 striking platinum miners.
"Two people were shot dead, allegedly by police, and another two injured," police spokesman for the area colonel Sabata Mokgwabone told AFP.
"We don't know exactly what happened," he said referring AFP to the country's police watchdog which polices criminal conduct within the force.
"Our investigators are still at the scene trying to establish what happened," said the monitoring agency's' spokesman Moses Dlamini
Violent protests over substandard delivery of utilities such as electricity and water are common in South Africa, where state property is often set fire to in a venting of community anger.
Experts count hundreds of similar protests each year in Africa's wealthiest country, which is dogged by stubborn levels of inequality.
The latest protest come just months to crucial general elections expected to be a test of the leadership of President Jacob Zuma's government.
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