The National Front for the Defence of the Constitution (FNDC) had called for the protest to demand a quick return to a civilian led government.
The group identified the three people killed as Thierno Bella Diallo, Boubacar Diallo and Thierno Moussa Barry. It said 20 people suffered gunshot wounds while many others were arrested.
In a statement released overnight Thursday to Friday, the FNDC called the ruling junta "dictatorial."
Guinea's Prosecutor General Yamoussa Contecalled Friday for a crackdown on the organizers and participants of the large anti-government protest in which he said six security personnel were wounded.
He called for action "against the organisers and all the participants of the said banned demonstration," according to a statement read on state television.
He named seven opposition leaders who allegedly called for the demonstration or supported it.
The poor but mineral-rich West African state has been under military government since a September 2021 coup that ousted president Alpha Conde after more than 10 years in power.
An alliance of political parties, trade unions and civil groups, the FNDC spearheaded protests against Conde before his ouster.
It was officially dissolved in August by the junta-appointed government.
The coalition had called for peaceful demonstrations to take place in Conakry on Thursday, followed by nationwide protests on October 26.