The health ministry said as many as 200 more people were wounded as gunfire and explosions could be heard throughout the Iraqi capital as pilgrims made their way to the mausoleum of Imam Musa Khadim.
The shrine, dedicated to an 8th-century imam, was the scene of a stampede a year ago that left 965 Shia dead in the biggest single loss of life in Iraq since 2003.
In the Al-Khilani neighbourhood of central Baghdad, a group of pilgrims came under attack from a sniper. One pilgrim was wounded and Iraqi security forces returned fire, according to an AFP journalist at the scene.
Police said one of their officers was killed.
An interior ministry official said pilgrims also came under fire in the northern Al-Salekh neighbourhood and in Ghazaliyah, a Sunni district in the west of the city, where one Shia was killed and three wounded.
There were other attempted attacks around Baghdad, security sources said, and reporters heard several explosions.
Colonel Fadhel Abdel Kadhim, the Kadhimiyah police chief, said there were no incidents reported in the district which houses the imam's tomb.
A security cordon has been set
up around the shrine
Kadhim said that three Kuwaitis who entered Iraq from Syria intending to carry out attacks had been arrested.
On Friday night, seven pilgrims were shot dead as they entered the city.
Tens of thousands of Shia were expected to visit the shrine at the peak of the ceremonies on Sunday.
To reduce the risk of attacks, the government imposed an indefinite ban on private vehicles throughout Baghdad.
Ibrahim Shaker, the defence ministry spokesman, said: "All vehicles are banned in Baghdad indefinitely." He said that the vehicle curfew had started at 9pm (1700 GMT) on Friday.
Soldiers, police and Shia volunteers set up a security cordon around the shrine and pilgrims were frisked as they arrived.
Tens of thousands of pilgrims are expected to visit the shrine on Sunday, when the ceremonies peak to mark the death of Musa al-Kadhim in 799.