The protest did not appear related to a sit-in outside the palace in northern Cairo by activists who oppose President Mohamed Morsi, the country's first Islamist and civilian president.
In a statement, the presidency expressed its "regret" at the man's self-immolation, the official MENA news agency reported.
Such acts had been rare in Egypt before several men set fire to themselves in January and February 2011 in protest against then president Hosni Mubarak, after a Tunisian street vendor's self-immolation prompted a revolution in Tunisia.
Mubarak was overthrown in a popular uprising that ushered in military rule and Morsi's election last June.
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In a statement, the presidency expressed its "regret" at the man's self-immolation, the official MENA news agency reported.
Such acts had been rare in Egypt before several men set fire to themselves in January and February 2011 in protest against then president Hosni Mubarak, after a Tunisian street vendor's self-immolation prompted a revolution in Tunisia.
Mubarak was overthrown in a popular uprising that ushered in military rule and Morsi's election last June.
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