A rocket struck near the U.S. Embassy in Baghdad's Green Zone on Wednesday, killing at least one Iraqi guard.
There was no immediate claim of responsibility for firing into the heavily fortified area of the Iraqi capital, home to government buildings and Western embassies.
The rocket fire came as tens of thousands of people massed in central Baghdad for another night of anti-government protests that began a week ago.
Officials said at least two people were killed and more than 100 wounded earlier Wednesday. Doctors said most of those hurt were hit in the head by tear gas canisters fired by security police.
The Iraqi Human Rights Commission said more than 100 people have been killed and thousands have been wounded in cities across the country in the latest round of demonstrations demanding the government resign. Nearly 150 died in marches earlier this month.
Students and other protesters are angry at alleged corruption, a slow economy and poor government services despite Iraq's oil wealth.
A move in parliament to approve a bill to cancel privileges and bonuses for senior politicians, including the president, prime minister and Cabinet ministers, has done little to calm the marchers.
The United States, the United Nations and Amnesty International have called for restraint by both sides.