CNN, citing Egyptian state television, said about 60 people had been reported injured. Officials said the deaths and injuries occurred during clashes between police and protesters but did not say where.
Also Friday, police raided offices in Giza and three other locations of al-Jazeera, Ahram Online reported. The Qatari network's Egyptian affiliate, al-Jazeera Mubasher Misr, was banned Thursday.
Authorities accused al-Jazeera of undermining state security, reporting untruths and not having the permits needed to operate in Egypt.
Security was tight in Cairo. After noon prayers, Cairo police blocked access to areas expected to be destinations for marchers, Ahram Online reported.
Across the Nile River, in Giza, security forces fired into the air and lobbed tear gas to prevent marchers in the Mohandessin neighborhood from approaching Sphinx Square. An officer warned that anyone crossing into the square would be arrested.
Similar protests were reported in the north, Upper Egypt and the Nile Delta.
The interior minister announced before the protests live ammunition would be used in "legitimate self-defense" against protesters.
The National Alliance to Support Legitimacy said Wednesday the Friday protests would mark "the beginning of a civil disobedience campaign to pressure the putschists to end the coup."
Muslim Brotherhood protests in Egypt Friday could be "significantly bigger" than previous demonstrations, a former member said.
The Muslim Brotherhood, which supports Morsi, has been protesting the killing of more than 300 people during a violent dispersal of two pro-Morsi camps in Cairo.
About 1,800 pro-Morsi supporters were arrested after last week's protest.
The Interior Ministry said it planned to enhance security at main government buildings.
Military spokesman Ahmed Ali warned Egyptians about the possible impersonation of army personnel "by violent, armed elements [aiming] to assault citizens and drive a wedge between the army and the people."
He urged people to ask army personnel for identification when dealing with them.