Properties have been looted and destroyed during the week of violence.
"There have been some incidents in the Alexandra area where police opened fire using rubber bullets to disperse crowds," Govindsamy Mariemuthoo, a police spokesman, said on local radio.
The anti-foreigner violence has rattled the authorities and the business community.
The attacks have renewed fears that xenophobia is on the rise.
Mbeki urges action
Thabo Mbeki, South Africa's president, urged police to move quickly to find the instigators.
"It's necessary to move as quickly as possible to establish all the causes and the players in all of this, so that we can then deal with the matter more effectively," he said.
Medical rights group Medecins Sans Frontieres said the situation now amounted to a humanitarian crisis.
"This reminds me of a refugee situation. I have treated bullet wounds, beaten people, rape victims and the people are terrified," Eric Goemaere, spokesman for the group, said.