The Fars news agency and rights group Hengaw reported deaths in Lordegan, a city in western Iran.
Authorities confirmed one death in the western city of Kuhdasht, and Hengaw reported another death in the central province of Isfahan.
The clashes between protesters and security services mark a significant escalation in the unrest that has spread since shopkeepers began protesting on Sunday over the government's handling of a currency slide and rapidly rising prices.
Fars reported that two people had been killed in Lordegan in clashes between security services and what it called armed protesters.
It earlier said several had died.
Hengaw said several people had been killed and wounded there by security forces.
The Revolutionary Guards said one member of its affiliated Basij volunteer paramilitary unit had been killed in Kuhdasht and another 13 wounded, blaming demonstrators who it accused of taking advantage of the protests.
Hengaw said that the man, named by the Revolutionary Guards as Amirhossam Khodayari Fard, had been protesting and was killed by security forces.
Hengaw also reported that a protester was shot dead on Wednesday in Isfahan province in central Iran.
Reuters could not immediately verify any of those reports.
Protests also took place on Thursday in Marvdasht in the southern Fars province, the activist news site HRANA reported.
Hengaw said demonstrators had been detained on Wednesday in the western provinces of Kermanshah, Khuzestan and Hamedan.
The unrest comes at a critical moment for Iran's clerical rulers as foreign sanctions hammer an economy hit by 40 per cent inflation and after Israeli and US air strikes in June targeted the country's nuclear infrastructure and military leadership.
Iranian authorities have responded to the protests with an offer of dialogue, an apparently conciliatory gesture alongside a security response.
Government spokeswoman Fatemeh Mohajerani said on Thursday that the authorities would hold a direct dialogue with representatives of trades unions and merchants but without giving details.
The Basij is a volunteer paramilitary force loyal to Supreme Leader Ayatollah Ali Khamenei.
It is affiliated with the Islamic Revolutionary Guards Corps, which on Thursday accused those involved in the unrest in Kuhdasht of "taking advantage of the atmosphere of popular protests".
Merchants, shop owners and students in a number of Iranian universities have been demonstrating for days and closing major bazaars.
The government shut down much of the country on Wednesday by declaring a holiday due to cold weather.
Authorities have in recent years quashed protests over issues ranging from high prices, droughts, women's rights and political freedoms, often with tough security measures and extensive arrests.
The Iranian rial lost about half its value against the US dollar in 2025, with inflation reaching 42.5 per cent in December.
Iran's civilian government under reformist President Masoud Pezeshkian has been trying to signal it wants to negotiate with protesters.
However, Pezeshkian has acknowledged there is not much he can do as Iran's rial currency has rapidly depreciated, with $US1 now costing 1.4 million rials.
with AP
