Rights campaigners said Abdul-Aziz al-Abbar, 27, was hit by a teargas canister and shotgun pellets fired by riot police at a funeral procession.
One pellet penetrated al-Abbar's brain and another his eye and he was in a coma in hospital until his death, his family said.
"Al-Abbar has been martyred today (Friday), after police directly shot his head on Feb. 23," said the main opposition al-Wefaq on its Twitter feed.
Another group, the Bahrain Centre for Human Rights, said: "Initial reports indicate that the shooting of al-Abbar was by police officers standing at close range."
Officials from the government's Information Affairs Authority (IAA) and the Public Prosecution office contacted by Reuters via telephone and email could not be reached for comment on Friday, a day off in Bahrain.
The Persian Gulf Arab nation, home to the U.S. Fifth Fleet, has suffered a civil unrest since mass protests in 2011 by the Shi'ite community demanding reforms and a bigger share of power in the kingdom.
The authorities quelled the 2011 uprising but many Shi'ite areas are witnessing almost clashes with police.
In March 2011, troops from Saudi Arabia and the United Arab Emirates were called in to help Manama quash anti-regime protests.
Scores of Bahrainis have been killed and hundreds of others injured and arrested in the ongoing crackdown on peaceful demonstrations.
In Mid-February, UN Secretary General Ban Ki-moon called on the Bahraini regime to respect its “international human rights obligations” in dealing with peaceful protests in the country.
NJF/NJF