Bangkok, Thailand (CNN) -- Thailand's army had nothing to do with the shooting of an opposition leader in downtown Bangkok, a military spokesman said Friday. The Thursday incident is under investigation, said Col. Sansern Kaewkumnerd, an Army spokesman. Violence erupted during anti-government protests in Thailand on Thursday as one demonstrator was killed and the key protest leader was shot in the head while being interviewed by journalists. Tension soared amid the sound of explosions and gunfire and an anarchic mob atmosphere in downtown Bangkok's Lumpini Park, where protesters had massed. Video footage showed one protester dead on the pavement. There was also footage of Red Shirt movement leader Maj. Gen. Khattiya Sawasdipol lying on the ground, dressed in camouflage, as frantic protesters attempted to move him and get help.
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NEW: Thai Army says it did not shoot protest leader
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Red Shirt leader "Seh Daeng" is hospitalized after being shot earlier
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Anti-government UDD demands Abhisit dissolve lower house of parliament
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UDD, also called Red Shirts, are supporters of former Prime Minister Thaksin Shinawatra
The violence erupted after Thai authorities set a new deadline to seal off the @placeholder intersection where protesters have gathered by the thousands for the past month.