The rallies come a day after Morsi's army-installed successor Adly Mansour vowed to fight for stability against opponents he accused of wanting to plunge the crisis-hit country "into the unknown".
Waving Egyptian flags and chanting slogans, vast crowds of protesters converged near Cairo's Rabaa al-Adawiya mosque, where Morsi's supporters have camped out since his ouster by the army on July 3.
"Islamic, Islamic," they chanted, of their hopes for an Islamic state.
Smaller rallies took off elsewhere in Cairo and several towns across Egypt after Morsi's Muslim Brotherhood had called for a day of protests dubbed "Breaking the Coup."
"(It) will be a famous day, a very important day in the history of the Egyptian revolution," prominent Brotherhood member Farid Ismail had told AFP before the protests started.
Mansour, who was installed as interim leader after the popularly backed coup, pledged to rein in those who wanted to push Egypt "into the unknown."
Although mostly peaceful, the protests by Morsi loyalists have resulted in deadly clashes, with the unrest claiming more than 100 lives in all, according to an AFP tally.
In the worst single incident, at least 53 people died, mostly Morsi supporters, during clashes with soldiers outside a Cairo army barracks where they believed the deposed president was being held.
Separate rallies were also planned for later Friday by anti-Morsi activists in Tahrir Square and outside the presidential palace, raising the possibility of violence in the capital.
Their demonstrations have been far smaller since the mass rallies clamoring for Morsi's resignation in the days leading to the coup.
Thousands of Islamists have been camped out around the Rabaa al-Adawiya mosque in Cairo's Nasr City, where they have vowed to remain until their goal is achieved, despite the growing anger of residents in the neighborhood.
NJF/NJF