Chaos erupted across the city a day after officers fired tear gas to break up demonstrations that are now entering their sixth month.
Police fired several live rounds at protesters on the eastern side of Hong Kong island, according to local media.
Cable TV said one protester was wounded after police opened fire.
Police also subdued a woman nearby as plastic crates were thrown at officers, the video shared on social media showed.
Reuters could not immediately authenticate the footage.
Police said in a statement radical protesters had set up barricades at multiple locations across the city and warned the demonstrators to "stop their illegal acts immediately." They did not comment immediately on the apparent shooting.
The latest violence comesystem.scripts.s after a student died in hospital last week following a high fall as protesters were being dispersed by police.