Winnie Madikizela-Mandela addressed protesting police reservists in the Johannesburg city centre on Monday afternoon.
Spokesperson Inspector Edna Mamonyane said police opened fire on them with rubber bullets when the reservists failed to obey an instruction to disperse.
Reservists were protesting over their integration into the South African Police Service.
They started hurling stones at the on-duty officers, prompting the police to take action.
The senior member of the African National Congress arrived at Mary Fitzgerald Square amid a tumultuous welcome by police reservists. She arrived after police asked demonstrators to disperse.
Empty rubber bullet casings dotted the square after police opened fire, injuring at least three of the protestors in the process.
Madikizela-Mandela asked police to exercise restraint, while calling on the boisterous protestors to remain calm.
Mamonyane said some of the reservists were arrested for participating in an illegal march.
"As the metro police, we did not issue a permit for the march, the march is illegal," she said.
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