Protests erupted on Saturday after Sylville Smith, 23, was shot dead in a police chase.
Mayor Tom Barrett said Smith, an African-American, did not drop a gun he was holding when told to do so.
Police violence against the black community in US cities in the past two years has prompted huge protests.
The Milwaukee Police Department tweeted that shots had been fired at several locations before and after midnight on Sunday local time.
Rocks were also thrown at police as they attempted to disperse crowds in the Burleigh area. Officers were making “multiple arrests” in the Sherman and Burleigh districts, police said.
One civilian had earlier been taken to hospital after he suffered a gunshot wound.
Local news footage also showed a car on fire.
On Saturday night, cars and buildings, including a petrol station, had been set ablaze.
Police in Milwaukee, in the state of Wisconsin, said Smith had fled from a car after being stopped by officers in traffic on Saturday afternoon; he died from his injuries at the scene.
Smith had a “lengthy arrest record”, police said on Sunday. The Milwaukee Journal-Sentinel newspaper reported he had been charged over a shooting and witness intimidation, charges that were eventually dropped.
Milwaukee police chief Edward Flynn did not say what prompted officers to stop Smith’s car, saying only that he was “behaving suspiciously”.
Footage of the shooting was captured by a body camera worn by the officer who fired the shots, who was African-American.
On Sunday, Wisconsin Governor Scott Walker made the National Guard available to Milwaukee police should more violence occur later in the day. -BBC