Local media report that it is not known if she was hit by live ammunition or a rubber bullet.
Rose Fakudze was part of a protest march in Siteki, Swaziland, called by vendors and transport operators over plans by the town hall to move the local bus rank.
Fakudze was shot from a distance of less than 2 metres which badly injured her hand. The shot finger bled profusely and she did not receive any first aid until she collapsed.
A court order had been obtained from the magistrate court to stop the march but this angered the vendors as the town board has agreed that it would go ahead.
The vendors and transport operators demanded to continue with the march, but riot police were called and they moved in.
The incident proved outrage among local residents who marched on the regional police headquarters demanding to know why police had shot a defenceless woman who was walking away from them.
Fakudze was rushed to the Good Shepherd Hospital while the residents waited outside the police station demanding that the police officer responsible for the shooting come out to face them, something that he did not do.