In a tweet on Friday, the artist announced that he has not slept since the incident.
"Since 20/10/2020 I have NOT SLEPT. He said, "I close my eyes and all I see is the Lekki toll gate."
"I've seen a lot of abuse and death in my life, but this is the one that traumatized me," Burna Boy said.
In recent weeks, protests against police violence and extrajudicial killings have shaken the nation, grounding economic activities in some cities and towns.
While the Special Anti-Robbery Squad (SARS) was disbanded by the Federal Government in the midst of the demonstrations, more steam gathered from the agitations.
Soldiers opened fire on # EndSARS demonstrators in the Lekki region of Lagos on Tuesday, an incident that followed the burning of buildings and vehicles in Lagos, among others.
Any participation in the shooting was denied by the military, but Amnesty International said at least 12 people were killed during the shooting.
Babajide Sanwo-Olu, the Governor of Lagos State, also stated that 28 people were injured, while witnesses insisted that the casualties were higher than the recorded number.
President Muhammadu Buhari addressed the nation at the # EndSARS protest following mounting pressure from Nigerians and international bodies that condemned the incident.
He told the demonstrators in his speech that their voices had been heard, reiterating his commitment to resolve all concerns raised.