Military funerals have been held for 15 of the 16 Egyptian police officers shot dead near the country’s border with Israel.
Sunday’s attack has been on blamed on Islamist jihadists, as many as eight of whom were then shot dead by Israeli forces.
But the Muslim Brotherhood claimed Israeli intelligence agency Mossad was behind the shootings.
The army has promised to “avenge” the guards’ deaths.
Egyptian officials said the gunmen used smuggling tunnels between Gaza and Egypt to carry out the attack.
Hundreds of protesters followed the funeral procession.
One woman said: “I would like to tell the Egyptian people not to keep quiet. Our children are being killed on the borders.” She said the smuggling tunnels were only meant for petrol and food.
Israel has repeatedly warned that since the fall of President Hosni Mubarak last year, the wider Sinai Peninsula between Egypt and Israel had become a lawless territory.
Following Sunday’s attack, Egyptian security forces have made several arrests and President Mohamed Morsi has vowed to bring the Sinai region under government control.
Egypt and Israel have begun sealing up the smuggling tunnels.