The local interior ministry said earlier said that four people, including two interior officers, were injured when forces across the border in Georgia shelled the city late on Saturday.
Eldar Kokoyev, a deputy prosecutor general, said: "Following a detailed consideration of the shooting we intend to open a criminal case."
Interior Minister Mikhail Mindzayev said earlier that attack was launched from the Georgian villages of Ergneti and Nikozi using large-caliber weapons and mortars.
Georgia has repeatedly accused South Ossetia of attempting to destabilize the situation in the region by various provocations.
South Ossetia declared its independence from Georgia following the collapse of the Soviet Union in 1991. A bloody conflict that followed killed hundreds of people. The pro-Western Georgian leadership has said it is determined to bring the breakaway region, along with the rebel region of Abkhazia, back under central control.