Hundreds of women marched in Timbuktu on Saturday against new rules imposed by Islamist rebels before being dispersed with gunfire.
Resident Mahi Toure said the rebels fired into the air to force the protesters to retreat.
Islamist group Ansar Dine has taken control of the town and has ordered women to wear veils in public and not to leave their homes except in the company of male relatives.
Protesters said some women have been publicly whipped for refusing to obey the new rules, which include a ban on music.
Marcher Cisse Toure told Reuters: "We are tired. They impose veils on us and now we are hunted like bandits for not wearing them."
A revolt begun by Tuareg separatists has taken over most of northern Mali. But Islamist groups linked to al-Qaida have since gained the upper hand in many areas, destroying ancient buildings and burning medieval documents they deem heretical.