One mourner was shot dead by Bahrain’s security forces as he attended the funeral of a fellow anti-government protester on Tuesday.
The shooting happened on Tuesday morning, a day after demonstrations were held against the country’s monarchy.
The King of Bahrain, Hamad bin Issa Al Khalifa, said an investigation would be carried out into the two deaths.
Bahrain has been ruled by a Sunni Muslim minority since the 18th century.
Shias make up 70 percent of the country’s 530,000 people.
They complain of systematic discrimination and want greater political freedom.
Bahrain’s main Shia opposition bloc, Wifaq, has started a boycott of parliament in protest at the killings.
Demonstrators on Monday held what they called a ‘Day of Rage’ inspired by the recent popular upheaval in Egypt and Tunisia.