Two people died in clashes in Qalyub, north of Cairo, and a third was killed when he fell under the wheels of a train as he tried to flee, the security source told AFP.
A fourth person died in hospital after being hit by gunfire during clashes near Cairo's central Tahrir Square, Mohammed Sultan, deputy head of the emergency services, told AFP.
He added that at least another 26 people were injured in the violence, mostly by birdshot.