The man also went live on Facebook five times from the protest site and the cover picture of his profile showed him holding a sword.
The home minister also said the central government will not tolerate such incidents and the guilty will not be spared.
"By the time police could react, the person had already fired the shot. Everything happened in seconds. The investigation is on," Delhi Police Special Commissioner said.
'All political parties have exploited the police. The current government at the Centre is blatant and unapologetic about it.'
The man, who identified himself as 'Rambhakt Gopal', was subsequently overpowered by police and detained. The gunman went live on Facebook before the brandishing the gun.