Supporters of Mr Morsi gathered after Friday Prayers to demand his reinstatement
Three people died as Egyptian troops opened fire at supporters of ousted Egyptian President Mohammed Morsi marching in Cairo.
The incident occurred as crowds gathered outside the officers' club of the Presidential Guard, where Mr Morsi is believed to be held.
The Muslim Brotherhood has been demanding his reinstatement.
The army, which removed Mr Morsi in response to widespread unrest, denied shooting live rounds at the crowd.
However the BBC's Jeremy Bowen at the scene says he saw soldiers fire on the protesters.
About 2,000 people had marched on the officers's club after passionate Friday Prayers at the nearby Rabaa al-Adawiya Mosque.
As the crowd grew, got angrier and pushed forward, the troops opened fire - first into the air, then at the crowd, our correspondent reports.
He saw one man fall to the ground with blood on his clothes. More people are arriving at the scene and anger there is growing, says our correspondent - who was himself lightly wounded in the head by shotgun pellets.
Mr Morsi's removal followed days of mass protests, largely organised by the Tamarod [Rebel] movement.
The protesters accused Mr Morsi and the Muslim Brotherhood - to which he belongs - of pursuing an Islamist agenda against the wishes of the majority, and of failing to tackle economic problems.
Mr Morsi, Egypt's first freely elected leader, is in detention, as are senior figures in the Brotherhood. Arrests warrants have been issued for some 300 others.
Ahead of Friday's rallies by Morsi supporters, the army command said it would not take "arbitrary measures against any faction or political current" and would guarantee the right to protest, as long as demonstrations did not threaten national security.
"Peaceful protest and freedom of expression are rights guaranteed to everyone, which Egyptians have earned as one of the most important gains of their glorious revolution," it said.
But Muslim Brotherhood spokesman Gehad al-Haddad said the movement was refusing to co-operate with the new leadership and demanded the immediate release of those detained.
UK Foreign Secretary William Hague tweeted that he was "very concerned by reports of deaths in Cairo".