Pristina's general hospital said that another injured person was in critical condition.
The demonstration staged by the Self-Determination movement against the UN's plan for Kosovo turned violent and police used tear gas and rubber bullets to stop thousands of Albanians who had broken through a security cordon and headed for the government building.
It is sad that two lives have been lost due to an unrestrained undermining of security in front of the government, said UN police commissioner Steven Curtis.
The demonstrators maintain that the UN plan for the future status of Kosovo does not go far enough in granting the province independence. Kosovo Albanians demand full independence from Serbia, while UN special envoy Martti Ahtisaari's plan proposes an internationally supervised statehood.
Due to the latest developments, Kosovo Prime Minister Agim Qeku cancelled a trip to China where he intended to push for Kosovo's independence.
The three strongest Kosovo Albanian political parties -- the Democratic Alliance of Kosovo, the Democratic Party of Kosovo and the Reformist Party Ora -- condemned the violence and said that citizens were entitled to protests, but peaceful ones.