Another 55 people were said to be injured, according to a report by the Associated Press news agency.
The group had been protesting against the publication of the cartoons, which originally appeared in the Danish newspaper, Jyllands-Posten, before being published by several other European newspapers.
The nine were killed as they attempted to storm the Italian consulate in Benghazi.
It was not clear how they died.
Denmark closes embassy
Meanwhile, Denmark has temporarily shut its embassy in Islamabad, while Pakistan has recalled its envoy from Copenhagen.
Unrest over the cartoons has mounted in Pakistan, even as the tide of anger has ebbed elsewhere in Asia and the Middle East.
There have been large turnouts at rallies in Karachi, Quetta, Lahore and Peshawar this week where millions of dollars of damage was caused by rampaging crowds attacking Western symbols, such as banks and fast food outlets.
Many US and other foreign-brand businesses, including McDonald’s, Citibank, KFC, Holiday Inn and the Norwegian mobile phone company, Telenor, were targeted.
In addition to closing its embassy, Denmark has advised Danes to avoid all travel to the country and has urged its citizens still in Pakistan to leave.
“We have decided to do so because of the general security situation in the country,” foreign ministry spokesman Lars Thuesen said.
Denmark has already temporarily closed its embassies in Lebanon, Syria, Iran and Indonesia after anti-Danish protests and threats were made against staff.
Pakistan has recalled its ambassador to Denmark for “consultations” about the cartoons, foreign ministry spokeswoman Tasnim Aslam said.
Pakistani cleric detained
Police in Pakistan said they had confined an Islamic cleric to his home in Peshawar, northwest Pakistan, after he announced a US$1 million (A$1.35m) bounty for killing the cartoonist who drew the prophet Mohammed.
Prayer leader Mohammed Yousaf Qureshi offered the bounty in an announcement before 1,000 people outside the Mohabat Khan mosque.
Police said they had detained him in a bid to prevent him from addressing his followers and potentially inciting further violence.
Security forces are maintaining a heavy presence around government offices and Western businesses, with more than 200 people detained.
Over the border in India, police in the southern city of Hyderabad used tear gas and batons to quell thousands of angry worshippers.
Demonstrators burned Danish flags, pelted police with stones and looted shops.
Hundreds of protesters also took to the streets in neighbouring Bangladesh.
OCSE comments on cartoons
In Vienna, an expert for the Organisation for Cooperation and Security in Europe criticised Western and Muslim parties for their role in fuelling the violence.
Miklos Haraszti, the OSCE’s representative on media freedom, said he believed Jyllands-Posten had first published the cartoons “without any intent to express or incite religious hatred” but rather as a “critique vis-à-vis extremist misuse of the teachings of Islam”.
But, he charged that the paper had misjudged how the cartoons would be perceived and in thinking they were not directed at the majority of Muslims.
Mr Haraszti said the paper’s aims had in turn been “deliberately misinterpreted by ill-willed jihadist propagandists.”