The clashes took place on Friday in Cite Soleil, a sprawling slum suburb of the Haitian capital known as a stronghold of supporters of former president Jean Bertrand Aristide.
"The incidents occurred during a joint operation undertaken by the UN force together with Haitian police in order to restore security in the neighbourhood," a UN officer said. "Our force was met in the neighbourhood with gunfire."
Cite Soleil is home to about 350,000 people.
Two Haitian police officers were wounded during the operation, which involved a Jordanian battalion deployed in the country as part of the UN mission and about 60 Haitian police officers.
A UN soldier from the Philippines was shot in the head and killed in Cite Soleil on Thursday.
The Filipino was the third UN soldier killed over a one-month period. Soldiers from Sri Lanka and Nepal were killed in March. The UN force was deployed to Haiti last year, after Aristide fled amid an armed uprising.