An unspecified number of people had been injured in N'Djamena, which has been witnessing protests since Tuesday morning.
Rally participants demand that the Transitional Military Council, led by the son of the late president, transfer authorities to civilians and dissolve, Sputnik news agency reported.
The country's political opposition movement has reportedly called upon Chad's citizens not to carry out "illegitimate decisions" taken by the council and also warned Paris not to meddle in the African nation's internal affairs.
During the rally, a local artist was shot in the leg and then admitted to hospital. Another young man in his twenties was shot dead by police during protests in the city of Mundu, the second largest city in Chad. His body was retrieved by the Red Cross and transferred to a morgue.
Chad's transitional military authority assumed power earlier in April after then-President Idriss Deby, who had been re-elected for his sixth presidential term, died from wounds that he received in clashes between government troops and the rebels in the country's north. The transitional period is set to last for 18 months after which new elections will be held, according to the military.
MA/SPUTNIK