Michael Adebolajo, 28, and Michael Adebowale, 22, denied the charges at Old Bailey court here.
They are accused of murdering Fusilier Rigby near Woolwich barracks in southeast London on May 22.
They denied attempting to murder a police officer on that day, as well as planning to murder a police officer on or before that day.
Adebolajo asked to be addressed by his Islamic name Mujahid Abu Hamza in court while Adebowale said he wanted to be called Ismail Ibn Abdullah.
Rigby's widow, Rebecca Rigby, was in court for the 45-minute hearing.
A trial date was provisionally set for November 18, until when reporting restrictions will be in place to ensure a fair trial.
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