The three deaths occurred in the space of 24 hours.
The two youths were killed at their home overnight while trying to protect their mother from attacking bandits, Norbert Mbangu, the provincial infrastructure minister, told AFP.
Furious residents barricaded roads, looted some stores and trashed the police station before staging a sit-un outside the governor's office, a civil society official, Ntambwe Lufungula, told AFP by telephone when contacted from Lubumbashi.
Mbangu said a police officer was "lynched and died as a result" while another was seriously hurt.
He said the residents' anger was understandable. "It was one crime too many. They are asking for security to be stepped up" in the town.