- The members of the pro-Iran Shia Muslim sect were protesting against the detention of their leader, Sheikh Ibraheem Zakzaky.
Sheikh Ibraheem Zakzaky has been detained since 2015.
The army had accused his followers of attempting to assassinate the chief of army staff, which the IMN denied.
There have been violent clashes outside Nigeria's National Assembly between police and Shia protesters.
Protesters say officers shot two people dead, but the police said they had used "minimum force" and that eight security personnel were injured.
The members of the pro-Iran Shia Muslim sect, the Islamic Movement of Nigeria (IMN), were protesting against the detention of their leader, Sheikh Ibraheem Zakzaky.
He has been detained since 2015.
The police said that two of their officers had been shot in the leg and six others injured by clubs and stones.