The Ukrainian government confirmed three people had died -- two by gunshot wounds and the third from injuries sustained in a fall, the Kiev Post said.
One of the casualties is an ethnic Armenian, Radio Free Europe reported.
European Union foreign policy chief Catherine Ashton condemned the violence, saying in a statement, "The reported deaths of several protesters is a source of extreme worry ... ."
"Ukrainian citizens' right of assembly, freedom of expression and media must be fully respected and protected," she said. "I am deeply concerned about attacks on journalists and about reports of missing persons."
Two Radio Free Europe Ukrainian Service journalists said they were beaten and detained by police while covering anti-government protests Tuesday. The Kiev Post reported police assaulted a journalist who provided live video for Expresso TV.
Ukrainian President Viktor Yanukovych expressed regret over "the loss of lives in the conflict triggered by political extremists" and asked Ukrainians to "resist the calls of political radicals."
Martin Schulz, president of the European Parliament, expressed dismay over the reported deaths.
"Shocked by reports of casualties as protests in #Ukraine escalate," Schulz posted on Twitter. "Dialogue is needed, not bloody street fights."
In response to the months-long protests that have become increasingly violent, the U.S. Embassy in Kiev said it revoked visas for some officials involved in the violence, Radio Free Europe-Radio Liberty reported.
"[We] are considering further action against those responsible for the current violence," the embassy said in a statement.
Leaders of the anti-government movement announced they had "100 percent mobilization" and called on followers to go to Kiev's Independence Square, were several thousands have gathered already. Wednesday's date is celebrated as the Day of Unity, marking Ukraine's 1919 Unification Act.
Pictures posted on Twitter showed riot police carrying shields and accompanied by an armored personnel carrier.
Thick, black smoke darkened the Kiev skies from garbage and tire fires set to block riot police, Radio Free Europe reported.
Each side has accused the other of fomenting the violence.
About 1,400 people have required medical attention since Sunday, protesters told the Wall Street Journal. Police said at least 163 officers were injured.
The protests began when Yanukovych declined to sign a sweeping free-trade an association agreement with the European Union and instead negotiated a multibillion-dollar financial aid package from Russia. Among other things, protesters are demanding Yanukovych and his government resign and new elections be held.
Protesters also were angered over new laws that went into effect Wednesday that severely curtail freedom of speech and assembly, effectively allowing the government to crack down on protesters, activists and journalists.