The blast took place today in the Six of October district.
The official says it is not immediately clear whether the three killed were assailants traveling in a car or civilians.
The official spoke on condition of anonymity because he was not authorised to speak to the press.
Pictures posted on the Seventh Day news website showed torn body parts and wrecked vehicles at the site of the blast.
The explosion came as Egypt was reeling from the assassination of Hisham Barakat, the country's top judicial official.
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