The Apcom news agency said that Giuliana Sgrena, a reporter for the communist daily Il Manifesto, was in a hospital in Iraq with a shoulder injury. The shooting occurred at a roadblock, the report said.
Sgrena, 56, was being treated by "coalition force medical personnel," an announcement said.
Prime Minister Silvio Berlusconi, an ally of the United States who has kept Italian troops in Iraq despite public opposition at home, demanded an explanation "for such a serious incident, for which someone must take the responsibility."
President Bush expressed regret and promised to investigate, the White House said.
"At approximately 8:55 pm (1755 GMT) tonight, coalition forces assigned to the multinational force in Iraq fired on a vehicle that was approaching a coalition checkpoint in Baghdad at a high rate of speed," the U.S. military said. "The recently freed Italian journalist Giuliana Sgrena was an occupant in the vehicle and was apparently injured."
The announcement, given to The Associated Press in Baghdad by telephone, said that details of the incident were "unclear."
The announcement, read by a U.S. military spokesman, Staff Sergeant Don Dees, added that the "incident is under investigation and additional details will be provided when they become available." Dees would not provide further details but said the issue was being taken "very seriously".
"I want to emphasise that we are investigating this, and that we will work diligently and quickly to provide details as soon as we have them," Dees said.
[The Committee to Protect Journalists urged the military to vigorously investigate all questions regarding the shooting. "We are relieved that Giuliana Sgrena has been freed, but are deeply concerned that the car taking her to safety came under military fire," CPJ Executive Director Ann Cooper said. "Military officials must conduct a thorough investigation of the circumstances that caused this shooting, which turned a very positive development into a tragedy."]
There was no immediate reaction from Italian authorities. Earlier, the Italian government had confirmed Sgrena's release and said a plane was waiting to bring her back to Rome.
Sgrena, 56, was abducted February 4 by gunmen who blocked her car outside Baghdad University. Last month, she was shown in a video pleading for her life and demanding that all foreign troops - including Italian forces - leave Iraq.
By: The Associated Press An Italian journalist was injured when a U.S. armored vehicle mistakenly fired on her car after she was released from her captors in Iraq, a news report said Friday. One Italian secret service agent was killed in the shooting, possibly while shielding the journalist, and another was injured, the report said.