Two cars approached a police patrol in the busy neighborhood of Nasr City late on Monday before opening fire at the officers. Five others were wounded in the incident.
The interior ministry did not specify how many assailants were involved and no group has claimed responsibility for the attack, Al Jazeera reported.
Egypt is currently battling several armed groups mainly concentrated in the Sinai Peninsula following the 2013 coup that toppled Mohamed Morsi, the country's first democratically elected president.
The campaign, which has included the Egyptian branch of the Daesh (also known as ISIL or ISIS) group, has killed hundreds of soldiers and police officers.
One group, which calls itself the Hasam Movement, has claimed several attacks in or near Cairo, including the assassination of a police officer and the attempted killing of a senior prosecutor.
The attacks have dented the recovery of tourism after a 2011 uprising drove away tourists, a major source of the country's revenue.