http://news.bbc.co.uk/1/hi/world/africa/7149216.stm
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The duo were carrying unloaded firearms as they filmed a scene in a rough suburb of the capital Luanda, director Radical Ribeiro told AFP news agency.
He said police roared up to the set and began shooting at close range.
Angolan officials have not commented on the incident. Mr Ribeiro says he had permission to film in the area.
Mr Ribeiro told AFP that police arrived at the scene in a pick-up truck and "started shooting at everybody at close range".
He was "stunned" when he saw the two actors fall down, he added.
"They went on shooting until I shouted out: 'Please don't shoot, this is a movie.'"
The officers then stopped firing and left without attending to the wounded, who were taken to hospital, Mr Ribeiro said.