Major Kaunda, 47, was shot several times at the front gate of his Lusaka house, as he arrived home on Wednesday evening with his wife Didi.
He was a prominent member of his 75-year-old father's United National Independence Party (Unip) and there was immediate speculation that the shooting was politically motivated, though police put it down to "bandits". He was rushed to hospital and underwent surgery to remove four bullets.
The family has faced such violence before. In August 1997, during a shooting at a rally, Kenneth Kaunda's head was grazed by a bullet. The former president said he had been the target of an attempt on his life.
The shooting of Wezi, the most politically active of his children, comes as the former president battles to maintain his Zambian nationality. Mr Kaunda, who was in power until 1991 and whose parents were Malawian-born, believes he is being targeted by the government of President Frederick Chiluba, in order to prevent him from standing in the 2001 presidential elections.
Since 1991, when President Chiluba beat him in a landslide election victory, Mr Kaunda has been accused of coup plotting, has been in jail, under house arrest, stripped of his nationality, in financial straits and on hunger strike. But, after proclaiming tearfully last year that he was quitting politics, Mr Kaunda returned to the helm of Unip in January.
To many, the worst thing Mr Kaunda ever did was to set the much-heralded example for Africa of voluntarily relinquishing power to an opponent after elections. Last week the South African leader, Thabo Mbeki, visited Zambia, his former home in exile. While supporting President Chiluba's ruling Movement for Multi-party Democracy (MMD), he elicited from President Chiluba a pledge that he would not stand for a constitution-busting third term in 2001.
Mr Kaunda is a lot more popular now among ordinary Zambians than President Chiluba, but only on the basis of a sentimental longing for his 27 years of gentle Christian humanism.
Moyce Kaukung'ombe, an opposition spokesman, said yesterday, in reference to the killing of Mr Kaunda's son: "We suspect this is a political incident." But a police spokesman, Richard Mwanza, merely described Wezi's assailants as "a gang of heavily armed suspected bandits".
Wezi's wife, Didi, was not injured in the shooting. Four gunmen were reportedly spotted on the scene and there were indications last night that one suspect had been arrested.
The former president, who was in South Africa when the shooting happened, and flew back yesterday, lost another son, Masuzyo, to an Aids- related illness in 1986.
FALL OF A DYNASTY
December 1986: Kenneth Kaunda's son Masuzyo, dies from Aids, "in his 30s". Another reportedly on murder charge.
1991: Kaunda leaves power after gaining 24 per cent of the vote in elections.
August 1997: Kaunda grazed by bullet at rally.
He says it is attempted murder.
October 1997: Attempted coup. Kaunda accused of plotting.
Christmas Day 1997: Kaunda arrested.
January 1998: Goes on hunger strike; released.
March 1998: Kaunda stripped of his Zambian nationality. A court battle begins. Constitution amended to exclude from political office anyone who is the child of foreigners.
July 1998: Kaunda said to owe lawyers more than $600,000, visits, UK, Libya and South Africa.