"I'm a Pro-Intifada Egyptian," "Egyptian Unity" and other movements called for the protest, set for 4 p.m. Tuesday, al-Masry al-Youm reported.
In a statement, the groups demanded expelling Israeli Ambassador to Egypt Yitzhak Levanon, who returned to Cairo Monday after a visit to Tel Aviv, recalling the Egyptian ambassador to Israel and breaking Israel's blockade of Gaza with permanent opening of the Rafah border crossing.
Protesters also called for a review of all economic agreements with Israel.
The wall, set to be about 330 feet long and 10 feet high, will replace an iron fence protesters smashed last month.
Egyptian activists ended a wee-long sit-in at the embassy in late August to protest the killing of five Egyptian security officers by Israeli soldiers in the Sinai Aug. 18.
The Israeli military said the killings were an accident caused when suspected militant fighters took cover among Egyptian security personnel.