CNN reports the woman's shooting seems to have been unrelated to the protest in the St. Louis suburb where attendees held signs reading "No Justice No peace." The demonstrations in honor of the slain 18-year-old began Sunday night, hours after Brown was killed by police in Fergurson.
In a second, seemingly unrelated incident that took place early Wednesday, police responded to calls about "masked suspects brandishing shotguns," said St. Louis County Police spokesman Brian Schellman. One of the suspects was reportedly shot and sent to the hospital after allegedly pulling a handgun on an officer.
Protesters have demanded the release of the name of the officer who shot Brown, but authorities have determined that to do so would be unsafe.
"We started getting death threats against him and his family, and although that's not most of the people, we took these things seriously," Police Chief Thomas Jackson said.
The Brown family attorney has condemned the decision, claiming officers are protecting one of their own instead of defending the public. Police should have released the name of Brown's killer 72 hours after the fact.
"The prosecuting attorney and the St. Louis County police chief agree that this is the prudent step to take under the circumstances," said Jackson, adding it is still unknown when the name will be revealed.
Brown's killing on Saturday prompted an uproar because the black teen is believed to have been unarmed with his hands in the air when he was shot. Police claim Brown attacked an officer and tried to take his weapon.
President Obama released a statement on Brown's death Tuesday in which he urged "everyone in Ferguson, Mo., and across the country to remember this young man through reflection and understanding" and end the violence.
Editor's note: a previous version of this story was erroneously labeled with the dateline state as Miss., rather than Mo.