The protests, in which a number of people were injured, were held in support of ousted president Mohamed Morsi and as a show of opposition to the transitional government, Ahram Online reported.
Most of the deaths occurred in and around Cairo.
Two protesters were killed in the Alf Maskan district of the city, while another was killed just outside Cairo in 6 October city. In the Fayoum governorate south of Cairo, two protesters were killed and three were injured.
In Cairo's Gesr El-Suez district, a police conscript was shot in the shoulder with birdshot, Ahram Online said.
Students at Cairo University clashed with security forces during a demonstration protesting the death of a Cairo University student during an encounter Thursday between students and police.
At Al-Azhar University, in another part of Cairo, students blocked traffic and dormitories to demand the release of Morsi and students detained in recent protests.