"The men shot him and ran away," Mohamed Omar, the area's deputy police chief, said.
In a separate incident, a Somali teenager died from wounds sustained on Monday after he and another boy played with unexploded arms left behind by AU troops, a doctor said.
In the latest attack on AU peacekeepers, a roadside bomb blast hit an armoured vehicle in a convoy returning to base on Tuesday. No one was hurt.
"The Somalis have provoked us many times," Major Jeff Mukasa, acting commander of the Ugandan peacekeepers, told Reuters.
"But we shall never retaliate, even though we have the guns and everything else necessary to fight, because that is not in our mandate."
The 1,600 Ugandans are the vanguard of an 8,000-strong AU peacekeeping force expected to be deployed to the war-ravaged Horn of African nation to help secure peace and protect the interim government led by President Abdullahi Yusuf.