Smoke was billowing from a Lagos prison and gunshots were heard on Thursday as fresh unrest rocks Nigeria's biggest city after the shooting of protesters.
Police close to the scene told AFP that assailants had attacked the detention facility in the upscale Ikoyi neighbourhood.
A curfew is underway in Lagos after security forces shot at protesters on Tuesday. Amnesty International said at least 12 people were killed in the unrest.
The international community, including the African Union, has condemned the violence.
Nigeria's army said the shootings were "fake news".
Police Minister Muhammad Maigari Dingyadi told the BBC that troops were not ordered to open fire on protesters.
"I cannot say who is involved in the shooting... definitely not the police. Soldiers have already spoken about this, they are denying their involvement," he said.
President Buhari has yet to comment publically while Nigeria's vice-president has promised justice for victims.
Yemi Osinbajo said his "heart goes out" to the victims of the shooting as well as policemen and others who have lost their lives in several days of turmoil in Africa's most populous country.
The protests started two weeks ago over brutality by the police's Special Anti-Robbery Squad (SARS).
The protests quickly spiralled into broader demands for change as promises of reform failed to stem the anger and violence flared.
At least 56 people have died across the country since the demonstrations began, with about 38 killed nationwide on Tuesday alone, according to Amnesty.