Security forces fired tear gas and stun grenades to try and push back tens of thousands of protesters marching towards the presidential palace in Khartoum.
Protestors barricaded roads and chanted slogans calling on the military, led by army chief Abdel Fattah al-Burhan, to leave.
“Even if we die, the military will not rule us,” they chanted.
In the worst outbreak of violence since anti-coup protests began last October, nine people were killed on Thursday, the Central Committee of Sudan Doctors said.
At least seven were shot in the chest or the head, and one was a minor killed by “a bullet in the chest”, the doctors said.
According to medical staff, security forces also tried to storm hospitals in Khartoum where some of the injured had been taken.
Protests and violence flared in both the capital and its suburbs, including the twin city of Omdurman on the other side of the Nile river.
Protests broke out last October after the military overthrew a civilian-led transitional government.
A total of 112 people have died in that wave of protest-related violence.
Thursday’s protests coincided with the third anniversary of mass protests in 2019 that led to the ouster of long-time autocrat General Omar al-Bashir.
Military leaders have said they will return power to an elected civilian government, but talks have failed to work out a route for transition to civilian rule.
The AU, UN and regional bloc IGAD have tried to facilitate talks between the generals and civilians, but the main civilian factions have refused to join.
UN special representative Volker Perthes this week called on security forces to exercise restraint saying “violence will not be tolerated”.
Sudan’s foreign ministry said Perthes’ comments were based on “assumptions” and “contradict his role as facilitator” in the talks.
The UN has warned that the deepening economic and political crisis has pushed a third of the country’s population of more than 40 million towards life-threatening food shortages.