The latest deaths occurred as protestors and police clashed in Qalat, the capital of southern Zabul province.
About 400 protestors hurled stones as they tried to storm the police headquarters, before moving to a US-led military coalition base where they torched four fuel tankers, witnesses and an army commander said.
A provincial official said police had opened fire to control the crowd
while witnesses said coalition troops had fired into the air.
"Eleven protestors have been wounded. Four protestors have died. One national army soldier is also seriously wounded. A number of police are also wounded," Afghan National Army brigade commander Abdul Razaq said.
New demonstrations were held in the eastern province of Nangarhar and the national capital Kabul, where about 200 men torched the flag of Denmark and chanted, “Death to Denmark, Death to America” before dispersing.
The continuing unrest in Afghanistan comes despite a joint call by the United Nations, European Union and the Organization of the Islamic Conference for restraint and dialogue.
British NATO troops have patrolled the northwestern city of Maymana after being rushed there as reinforcements on Tuesday, after demonstrators attacked a camp for a reconstruction team run by Norwegian peacekeepers.