Two people died in clashes between protesters and security forces in the south-western city of Lordegan, according to the semi-official Fars news agency and the human rights group Hengaw.
Three people were killed in Azna and another in Kouhdasht, all in the west of the country, Fars reports.
Fars did not specify whether those killed were demonstrators or members of the security forces.
Hengaw said the two killed in Lordegan were protesters, naming them as Ahmad Jalil and Sajjad Valamanesh.
BBC has not been able to independently verify the deaths.
Footage posted on social media showed cars set on fire during running battles between protesters and security forces.
BBC Persian has verified videos showing Thursday’s protests in Lordegan, Tehran and Marvdasht in the southern Fars province.
Iranian officials earlier said a member of the country’s securities forces had been killed on Wednesday in the western city of Kouhdasht. The BBC has not been able to verify this and protesters say the man was one of their number and was shot dead by the security forces.
The protests began on Sunday in Tehran among shopkeepers angered by another sharp fall in the value of the Iranian currency, the rial, against the US dollar on the open market.
By Tuesday, university students were involved and they had spread to several cities, with people chanting against the country’s clerical rulers.
Many protesters have since been calling for the end of Khamenei’s rule. Some have said they want a return to the monarchy.
The protests have been the most widespread since an uprising in 2022 sparked by the death in custody of Mahsa Amini, a young woman accused by morality police of not wearing her veil properly, but they have not been on the same scale.
President Masoud Pezeshkian has said he will listen to the “legitimate demands” of the protesters.
But the country’s Prosecutor-General, Mohammad Movahedi-Azad, warned that any attempt to create instability would be met with a “decisive response”.