Two other judges were seriously wounded in the attack that took place in the Sinai Peninsula, where forces are battling an off-shoot of ISIS.
AFP quoted police as saying that the three judges were travelling on a bus in the city of al-Arish, Sinai, when it was attacked by gunmen.
It is however whether the attack was linked to anger over the death sentence given to Morsi in Cairo earlier in the day.
Morsi, who is already serving a 20-year jail term, was sentenced to death earlier in the day for his role in a mass jailbreak that took place during the 2011 uprising in the country.
Around 100 other defendants, mostly members of the Muslim Brotherhood, including leader Mohamed Badei, were also given death sentences for inciting violence during the uprising.
Morsi ruled Egypt for 13 months after the 2012 elections, before being overthrown by the military following massive protests against him and the Brotherhood in July 2013.
Most of those who were sentenced on Saturday were tried in absentia. Prominent Islamic cleric Yusuf al-Qaradawi, who resides in Qatar, was also handed the death sentence.