Supporters of Egypt's ousted Islamist president marched toward a military facility in defiance of an army warning in the early hours of Monday, risking a new confrontation after dozens were shot dead at the weekend.
The Muslim Brotherhood said the destination was the military intelligence headquarters, despite an army statement warning protesters to steer clear of military installations.
A Reuters reporter saw several thousand marchers leaving the Rabaa al-Adawiya mosque in northern Cairo, where they have been staging a weeks-long vigil to demand the reinstatement of deposed Mohamed Mursi, Egypt's first freely elected president.
At least 72 Brotherhood supporters were shot dead by security forces on Saturday near the vigil, deepening the turmoil convulsing the country since the army shunted Mursi from power on July 3.
The killings at dawn, following a day of rival mass rallies, fuelled global anxiety that the Arab world's most populous nation - a bridge between the Middle East and North Africa - risked broader conflagration.
The European Union's foreign policy chief, Catherine Ashton, was due to meet on Monday in Cairo with the army's General Abdel Fattah al-Sisi, who led the overthrow of Mursi, and officials of the Freedom and Justice Party, the Brotherhood's political wing.
The marchers carried pictures of the deposed president, flashing victory signs and chanting, "Our blood and souls we sacrifice for Mursi."
The military intelligence building is several kilometres (miles) from the site of the vigil, where thousands of protesters are defying threats by Egypt's army-installed authorities to clear them.
The army, saying it was aware of the planned march, issued a statement urging protesters "not to come close to military facilities in general, and the headquarters of military intelligence specifically."
"EGYPT'S DEVOTED SON"
Sisi, who was appointed by Mursi only to turn against him after a year into the president's rule, made his first appearance on Sunday since the killings, smiling before television cameras at a graduation ceremony for police recruits dressed in starched white uniforms.
He received a standing ovation and was hailed by Interior Minister Mohamed Ibrahim as "Egypt's devoted son."
Fawning coverage in state and private media reflected Sisi's rising political star, in a country ruled by former military officers for six decades before a 2011 popular uprising toppled veteran autocrat Hosni Mubarak.
Ashton, in a statement, said that during her visit she would press for a "fully inclusive transition process, taking in all political groups, including the Muslim Brotherhood."
The military says it does not want to retain power and aims to hand over to full civilian rule with a "road map" to parliamentary elections in about six months.
But the very public role of Sisi as face of the new order has sown doubt in the army's intentions, and the Brotherhood says it wants nothing to do with his road map.
Mursi has been in army detention since he was ousted, and the military-backed interim government has placed him under investigation on charges that include murder.
Speaking to Reuters on Sunday, interim Foreign Minister Nabil Fahmy said deepening divisions would lead to "more tragedies." He blamed the Brotherhood for the violence, but said they should be part of the country's political future.
"If they decide to withdraw from politics, it will be disappointing. If they decide to pursue violence, then you are looking at a completely different confrontation," Fahmy said.
"Even if I personally reject their positions or ideology, they have to find their place in Egypt's political life."