A spokeswoman would only say the person was a permanent Canadian resident married to a Canadian citizen.
She says consular services are being made available to the family.
The Globe and Mail identified the man as 26-year-old Amr Kassem, who lived in Toronto with his wife and child.
The Globe is reporting Kassem joined a large rally in Alexandria on Friday that was protesting the crackdown by security forces against anti-government demonstrators.
The newspaper quoted his wife Asmaa Hussein as saying Kassem was shot in the back of his head.
There have been more than 700 people killed in Egypt this week as Muslim Brotherhood-led protesters have taken to the streets to denounce the ouster of President Mohammed Morsi.
Also on HuffPost