The interior ministry said Mariam Koofi, a member of parliament from the northeastern province of Takhar, was shot in Kabul by a member of the security forces following an argument.
It said police have detained a suspect and are investigating the motive behind the attack.
But her sister Fawzia Koofi, who is also a member of parliament and a prominent defender of women's rights, said she was not certain who the attacker was.
"I am not sure who may have been behind this attack, and I hope the interior ministry takes serious actions to punish the attacker," she said.
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Fawzia Koofi said shots were fired at her sister's car, hitting her in the leg once and her bodyguard twice. None of the injuries are life-threatening, said Fawzia.
Afghanistan's parliament reserves just over a quarter of its seats for women, who are active participants particularly on rights issues.
The attack comes as officials count votes from the April 5 election to choose a successor to President Hamid Karzai.
Early results suggest former foreign minister Abdullah Abdullah, runner up in the 2009 presidential poll, is leading his closest rival Ashraf Ghani, but a run-off is likely.