Ugandan opposition leader Kizza Besigye has been injured after the military opened fire to disperse protesters in the capital, Kampala.
He told the BBC he was not sure if it was a rubber bullet or live ammunition that hit his hand.
More than six other opposition politicians were arrested in the walk-to-work protest against high prices.
There were then angry demonstrations in several towns where the police used tear gas and fired into the air.
Dr Besigye was defeated by President Yoweri Museveni in February's presidential election but says the poll was rigged.
Before the vote, he had called for Egypt-style uprisings in case of fraud.
The police responded by banning public demonstrations.
For the second time this week, the opposition asked people to walk to work to protest against rising fuel and food prices.
Police had tried to arrest Dr Besigye but hundreds of his supporters surrounded him.
The army then stepped in, charging the crowd and during the effort to arrest him he was shot in the hand.
"I really don't know what hit me. I have a fracture on one of the fingers and a wound," Dr Besigye told the BBC at the hospital afterwards.
Opposition supporters tried to set up barricades and the police also sealed off many roads in Kampala.
The recently elected mayor of Kampala, Erias Lukwago, was among the opposition leaders arrested.
Human rights groups have condemned the response to the protests.
The Uganda Law Society said the country was being turned into a police state.
The BBC's East Africa correspondent Will Ross says the opposition started the walk-to-work campaigns on Monday, aware that any attempt to demonstrate in one place would be swiftly broken up by police.
Those who participated were small in number.
But our reporter says Mr Museveni's government was clearly very worried about the possibility of demonstrations spreading and so opposition politicians, including Dr Besigye, were arrested.
They were charged with inciting violence and later released.
As well as the high price of basic commodities, the opposition is also angry at government spending.
Reports emerged recently that several fighter jets were being bought from Russia for around $750m (£459m).
Parliament was also asked to approve a budget of more than $1.5m to fund President Museveni's swearing-in ceremony following his recent election victory.
Dr Besigye has been defeated by Mr Museveni in three presidential elections, gaining 26% to the president's 68% in February.
The pair used to be allies - Dr Besigye was once Mr Museveni's personal physician.