"Officer taken to hospital for injury after thrown rock breaks windshield of squad near Sherman & Burleigh," police said on Twitter.
The police added that shots were heard in the area minutes after the incident. According to the police, a car fire was also reported in the city.
Multiple arrests were later made in the Sherman & Burleigh area, according to police.
On Saturday, about 100 protesters clashed with police near the scene where, earlier in the day, a 23-year-old man with a stolen semiautomatic handgun was shot dead by police. Disturbances have since persisted, with dozens of people getting arrested and shots fired.
On Sunday, the Wisconsin National Guard was put to assist the city police of Milwaukee.