There are different ammos in dead frontier. Different uns uses different ammos. Like for example a basic pistol Beta Tomcat uses .32 handgun rounds and Lock 19 pistol uses 9mm handgun rounds.
Te type of ammo of that gun is always located in the top of the gun description when you point the mouse at the gun. Be sure that you equip with the right ammo at all times.

Types of ammos:
Handgun rounds:
* .32 handgun rounds
* 9mm handgun rounds
* .357 handgun rounds
* .38 handgun rounds
* .40 handgun rounds
* .45 handgun rounds
* .50 handgun rounds
Rifle rounds:
* 5.5 rifle rounds
* 7.5 rifle rounds
* 9mm rifle rounds
* 12.7 rifle rounds
Shotgun rounds:
* 20 gauge shells
* 16 gauge shells
* 12 gauge shells
Explosive Rounds:
* Grenades