Activists wanting a separate state for the Igbo people in the southeast were commemorating the 49th anniversary of the declaration of an independent Republic of Biafra on May 30, 1967.
The civil war that followed lasted until January 1970 and left more than one million people dead, many of them from starvation and disease.
Police said officers opened fire because members of the Indigenous People of Biafra (IPOB) movement shot at security forces deployed to monitor the protests.
An Anambra police spokesman told AFP "five corpses were recovered" in Onitsha while in the capital of neighbouring Delta state, Asaba, the police said five protesters were killed.
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"We had to deploy our officers to ensure that the protest was peaceful but we were surprised that the people turned violent," said Delta police spokesman Charles Muka.
There was also violence in the capitals of Imo, Ebonyi, Abia and Rivers states, he added.
The government has repeatedly refused to release him despite several court rulings granting him bail.
Kanu's brother, Prince Emmanuel Kanu, said of the Onitsha protest: "We are not armed, we only came to remember people who died between 1967 to 1970, that was just our crime to open fire on us.
"What happened on Sunday night at the ground we were supposed to use for the remembrance day, on that evening they opened fire, they shot about 20," he said.
"They blocked everywhere and all of a sudden, they started shooting at us, they shot 56 people, who are injured."
Federal police chief Solomon Arase today said any IPOB member found with a firearm would be arrested and tried, while those held in connection with police deaths would be charged with murder.
The police "will continue to diligently work towards eliminating any threat to internal security", he added.