Local officials said the man died after security forces opened fire at an anti-royal demonstration in the town of Nijgadh, 200km (125 miles) south of the capital, Kathmandu.
Five people were also wounded.
In Kathmandu, demonstrations continued around the city and its outskirts, with roads blocked and protesters hurling bricks at police, who responded with teargas and baton charges.
Protests and blockades have caused fuel supplies to drop and food prices to rocket.
In response, government officials said on Monday that an army-escorted convoy of trucks bringing in food and fuel had set off for Kathmandu from the southern town of Birganj, on the border with India.
Pump owners started impromptu rationing, giving cars no more than five litres of petrol a day and motorcycles three litres.
Political parties said the pain was temporary and asked people to bear with the situation.
Prakash Sharan Mahat, a former minister and one of the leaders of the pro-democracy campaign, told hundreds of demonstrators gathered in a western suburb of the capital: "We know the strike and the movement had caused problems to ordinary people, but this is temporary and we should all bear it."
On Sunday, the political parties called on people to stop paying taxes or electricity or water bills until a democratic government was formed.
They have called for a mass protest on Thursday and asked all transport, including air services, to halt for the day.
Protesters want the Nepal king
to hand over power
In addition to the five deaths, hundreds have been wounded in police action against protesters, since political parties had begun a campaign on April 6 to remove King Gyanendra from power.
King Gyanendra sacked the government and assumed full power in February 2005, pledging to crush a decade old Maoist revolt in which more than 13,000 people have died.
The king has offered to hold elections by April next year, but activists say he is not to be trusted and should immediately hand over power to an all-party government.