The pro-Morsi coalition spearheading the Islamist protest movement, which has called for nationwide strike action, confirmed two demonstrators were killed yesterday.
One of them was shot in the head, security officials said.
State television reported that a policeman had also been shot in the clashes, but was in a stable condition.
Police said they only used tear gas to break up the protests near the defence ministry and accused the Islamists of using arms.
However, the pro-Morsi alliance in a statement accused "militias of the putschist authorities" of killing the two men and injuring three others.
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The Islamist movement denied the accusation.
Police also fired tear gas at a pro-Morsi student protest in the Nile Delta city of Zagazig, the deposed leader's home town, security officials said.
Pro-Morsi students have staged defiant demonstrations at universities across Egypt, and earlier yesterday the pro-Morsi Anti-Coup Alliance called for more protests.
Police seized an underground press in the Mediterranean city of Alexandria for allegedly printing leaflets against the security forces, security officials said. Two people were arrested.
It could mean death sentences for convicted Brotherhood leaders and five years' imprisonment for participants in protests.
Promoting the group either in writing or verbally can also lead to prison sentences.