Hundreds of angry mourners have flocked to the funeral of Shaimaa El-Sabagh, who was shot dead at a protest in downtown Cairo on Saturday, in her hometown of Alexandria.
Mourners chanted against police violence and carried banners of Shaimaa's picture.
Egypt's prosecutor general has ordered on Saturday evening an investigation into the killing of a female protester in Cairo.
Shaimaa El-Sabagh, 33, one of several dozen protesters at a march organised by the Socialist Popular Alliance Party, was shot dead with birdshot near Talaat Harb Square in downtown Cairo on Saturday.
The prosecutor summoned police personnel who dispersed the demonstration for questioning and subpoenaed police records of the event.
The records include the number of police present and the weapons they had been issued.
El-Sabagh was an advocate for workers' rights and a leading member of the Socialist Popular Alliance Party in Alexandria, a group which supported both the January 25 revolution and the June 30 anti-Brotherhood protests.
She is survived by her five-year old son and husband.
Marchers were heading to Tahrir Square to lay flowers for protesters killed during the January 2011 revolution, one day before its fourth anniversary.
Following the incident, the interior ministry denied accusations by marchers that a policeman had gunned El-Sabagh down.
Police said marchers attacked them with fire crackers.
Police arrested six of the protesters as they dispersed the march with teargas and birdshots.
However, the Socialist Popular Alliance Party said in a statement that their march was peaceful.
Shaimaa Al-Sabbagh collapses as she was shot during a March by the party in Cairo Jan 24, 2015 (Photo: Reuters)
Spokesman of Egypt's forensics authority Hesham Abdel-Hameed told media outlets on Saturday that El-Sabbagh died from a birdshot injury, which was shot at a distance of 8 meters (around 42 Ft).
The wound caused significant damage to her lungs and heart and caused a bleeding in the theoretic cavity, Abdel-Hameed added.
Prime Minister Ibrahim Mahlab said he had faith that whoever made a mistake would be convicted by a fair investigation and a just judiciary.
"The post-January 25 state respects the law, and apples it to everyone," he added in a press communiqué.
Moataz El-Shenawy, Secretary General of the Socialist Popular Alliance Party, deplored the "excessive force" used by the police to disperse the march.
El-Shenawy said the march was not authorised by the police but was announced in advance.
A law passed by the interim authorities in late 2013 bans all demonstrations not pre-approved by the police, resulting in the arrest of many protesters despite condemnation from freedom of expression advocates.
The minister of interior had recently said that all violations of the law on fourth the anniverssary of the revolution that toppled autocrat Hosni Mubarak would be dealt with swiftly and firmly by the police.
On Friday, a 15-year-old teenage girl was killed in Alexandria after sustaining birdshot wounds in clashes with the police and pro-Muslim Brotherhood protesters.
Shaimaa's murder produced considerable anger which was reflected on social media outlets.
In Facebook post, former Nasserist presidential candidate Hamdeen Sabahi held the ministry of interior responsible for Shaimaa's death.
"It is unreasonable and unacceptable that the blood of Egyptians who want to express their views peacefully continues to be spilled four years after the glorious revolution."
Shaimaa is set to be buried in her hometown of Alexandria on Sunday after noon prayers.
Shaimaa's mother (Top Right) ululates as thousands of mourners chant: No Allah but Allah - Allah loves the martyr (Video: Ahram Arabic news website)