Two people are believed to have been shot after more than 20 officers started firing at demonstrators in the city’s Lekki district on Tuesday, witnesses told Reuters.
The video shown on Nigeria’s Channels Television appeared to capture audio of live rounds being fired at the scene.
The state governor in Lagos said on Wednesday no fatalities have been recorded after gunshots were heard in Lekki.
The governor added one person is dead in a Nigerian hospital due to “blunt force trauma” after shootings in Lekki, but added it was unclear if the person was a protester.
Lagos officials had already imposed a 24-hour curfew on the 20 million people who live in Africa’s largest city in a bid to bring the protests to an end.