Security forces fired tear gas and stun grenades as protesters marched through Khartoum and the neighbouring cities of Omdurman and Bahri towards the presidential palace.
The Central Committee of Sudanese Doctors said four protesters were shot dead by security forces, at least three of them in Omdurman.
Thursday was the 11th round of major demonstrations since an Oct. 25 coup, which saw Abdallah Hamdok removed and then reinstated as prime minister. The demonstrators have demanded that the military play no role in government during a transition to free elections.
Security forces confronted the protesters about 2 km from the palace in the centre of the capital, a Reuters witness said, adding that there was a heavy security presence in the area.
Protesters continued facing tear gas in the city of Bahri past sundown near a blocked bridge connecting it to the capital, another Reuters witness said.