HONG KONG—The high-school student shot in the chest by police during a street battle on Tuesday is a seasoned protester who is “never afraid to speak his mind and would put his words into action,” according to a cousin.

Tsang Chi-kin, 18 years old, became the first protester to be shot with live ammunition on the increasingly perilous front lines of the protest movement that began in Hong Kong in early June. He was taken to a hospital and as of early Wednesday morning was out of surgery in stable condition, health officials...