Several people were also injured during the protest in Manama, the activists said.
The Bahrain Center for Human Rights has documented dozens of shotgun injuries in several villages over the past weeks.
Demonstrators in Manama were protesting against the Formula One Grand Prix auto race, which kicked off at the Bahrain International Circuit, Sakhir, located about 30 kilometers (18 miles) southwest of the capital, on Sunday.
Bahraini security forces heavily guarded the race track, using armored vehicles and dogs.
The auto race was held in Bahrain despite demonstrations demanding the cancelation of the controversial sporting event.
Bahraini activists say the Manama regime is using the auto race to cover up human rights violations in the country.
The Formula One started a day after Bahraini activists said the body of Salah Abbas Habib was found near the village of Abu Saiba, about 12 kilometers (7.5 miles) west of Manama, on April 21.
Demonstrations intensified after Habib’s body was found on a rooftop. The 36-year-old man was the ninth victim killed by regime forces since March 17, 2012, Bahraini activists say.
Meanwhile, Bahrain’s King Hamad bin Isa Al Khalifa claimed in a statement issued ahead of the F1 race that he was committed to reform in the country.
“The door is always open for sincere dialogue amongst all our people,” the Bahraini monarch said.
However, Bahraini demonstrators say they are determined to continue protests against holding the Formula One event despite brutality exercised by regime forces.
Protesters hold King Hamad responsible for the death of demonstrators during the popular uprising that began in the country in February 2011.
