Michael Adebolajo, 28, and Michael Adebowale, 22, appeared in court in London by video link to enter their pleas, The Guardian reported.
Adebolajo, who asked to be called Mujahid Abu Hamza during court proceedings, is charged with Rigby's murder, the attempted murder of two police officers and possession of a firearm.
Adebowale, who asked to be called Ismail Ibn Abdullah, is charged with Rigby's murder and possessing a firearm.
The men are accused of attacking Rigby with machetes as the off-duty soldier returned to the Woolwich barracks.
The suspects' trial begins November 18.