Islamist held smaller rallies elsewhere in the country, with medics reporting two people killed in Alexandria and the Nile Delta province of Damietta in clashes between Morsi supporters and opponents.
AFP correspondents said the Cairo protesters mainly rallied in upscale suburb of Maadi, while state news agency MENA reported small demonstrations in other parts of the country.
The protests come a day after Interior Minister Mohammed Ibrahim survived a bomb targeting his convoy. A senior health official told AFP one person injured in the blast died today.
Hundreds of people were killed in the operation against the two Cairo protest camps and ensuing nationwide violence.
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Morsi was ousted by the military on July 3 after popular protests against his single year of turbulent rule. He is being held at an unknown location.
State media has said that Morsi will stand trial in a criminal court for "incitement to murder" along with 14 other Muslim Brotherhood members, but no date has yet been given for the trial.
Earlier, an official told AFP the government would soon decide whether to dissolve an NGO registered under the Brotherhood's name amid allegations.
The NGO is legally a separate entity to the Brotherhood movement.