In a national broadcast, Vice President Mohamed Juldeh Jalloh announced a nationwide curfew from 3 p.m. local (1500 GMT) in a bid to stem the violence triggered by anti-government protests.
"These unscrupulous individuals have embarked on a violent and an unauthorized protest which has led to the loss of lives of innocent Sierra Leoneans including security personnel," said Jalloh.
Reports indicate two police officers were among the dead.
The protesters on Wednesday were calling for the departure of President Julius Maada Bio, who was democratically elected in 2018 and still has 10 months left in his term.
The demonstrators chanted "Bio must go" as they made their way through the capital, Freetown.
The government has criticized the unidentified organizers of the protest, warning that the country already has suffered enough through more than a decade of civil war that ended in 2002.