The North West department of public safety said yesterday three people were shot during the protest on Monday.
Two died and another was hospitalised, spokesperson Lesiba Kgwele said.
He said this emerged after government officials, including Modise, visited Tlokweng.
One of those shot dead was Dimakatso Kgaswane, who was killed on Monday afternoon when residents protested against ritual killing and perceived police inability to solve cases in the area.
The protests started on Saturday following the discovery of the body of Thabiso Moloi, who went missing on April 15.
The Moloi family said the police had failed to find him after they reported him missing and he was only found by residents a month later.
"They (the police) were useless but we are grateful that at last his body has been found," said Moloi's mother, Manko Moloi.
After the discovery, thousands of local residents embarked on a protest, demanding the expulsion of the provincial police commissioner.
During the protest, a tavern and a police minibus were set alight.
Police allegedly used live ammunition to disperse protesters.
Fearing the incident could further fuel the marchers' anger, Modise visited the area yesterday where she called for calm.
When Modise arrived she was welcomed by protesters carrying placards, some reading, "F. the police, they are useless" and "We voted for you to kill us".
Modise later addressed about 1000 residents who had gathered at Moloi's home.
She assured the community that those responsible for Kgaswane's death would be found and face the full might of the law.
"The guns of all officers who were here yesterday (Monday) have been confiscated in an attempt to establish who the killer among them is," Modise said to big applause.
Residents pleaded with her to hand the suspect to them so that they could deal with him, to which she replied: "We are here to help you and the affected family see justice being done in the end.
"Don't handle this matter in a way that might result in the suspect getting off scot free because the correct procedure had not been followed."
The Kgaswane family described Dimakatso as a hard worker who was loved by all in the community.
"I could not believe it when I got a call at about 5pm yesterday informing us that my daughter had passed on," said her mother Meisie Kgaswane.
"Who is going to take care of her three-year-old son because none of us is employed? It's a disaster."