Alexandria's head of investigative police, Gen. Nasser el-Abd, said the death occurred when "[Muslim] Brotherhood protesters fired at local residents," adding at least 30 people were arrested.
The three who died al-Sabah in the Suez governorate were killed when security forces fired tear gas at a pro-Morsi march, and protesters returned fire with birdshot and fireworks, the state-run Middle East News Agency said.
Eight people were injured by gunshot wounds in al-Sabah, medical officials said.
Clashes also occurred Friday in Giza and Cairo, Ahram Online reported.
In Cairo, hundreds of Muslim Brotherhood supporters of Morsi clashed with opponents in the Matariya and Mostarad districts after Morsi loyalists tore down posters calling for a yes vote in the upcoming constitutional referendum, Ahram Online said.