Security forces fired tear gas as thousands of protesters marched towards the interior ministry in Cairo yesterday.
Meanwhile, the Egyptian government was reported to have sacked senior officials in Port Said and the Egyptian football association.
FIFA have demanded a full report into the violence at the match on Wednesday night that left more than 70 people dead.
Al Masry fans invaded the pitch after a surprise 3-1 win over Cairo club Al-Ahly in Port Said and protests began yesterday after claims that security forces and police did not do enough to intervene, and that the violence was tied up with the political power struggle in the country.
Al-Ahly's Portuguese coach Manuel Jose has returned to Portugal to ponder his future after being attacked, while his assistant coach Pedro Barny backed up the claims that security staff did too little.
FIFA said in a statement: "FIFA has asked the Egyptian authorities for a full report on the incidents in order to evaluate what happened."
In a letter to Egyptian FA president Samir Zaher, FIFA president Blatter offered support and said: "Today is a black day for football and we must take steps to ensure that such a catastrophe never happens again.
"Football is a force for good and we must not allow it to be abused by those who mean evil.
"I await further news from you concerning the circumstances of this tragedy."
Home fans reportedly armed with sticks and knives stormed the field after the final whistle.
Reports suggest some Al-Ahly fans suffocated, trapped in a narrow corridor as they fled the violence.
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