Nigerians have been demonstrating nationwide every day for nearly two weeks against a police unit, the Special Anti-Robbery Squad (SARS), that rights groups had for years accused of extortion, harassment, torture, and murders.
The unit was disbanded on Oct. 11 but the protests have persisted and at least two people were shot on Tuesday.
In a Twitter post, the Nigerian Army said no soldiers were at the scene of the shooting.
In a video message on Twitter from Paris, Ighalo said he could not stay silent about events back home in Nigeria and called the government "a shame to the world."
He urged the UK government, world leaders, and the United Nations to intervene.