The south of Kyrgyzstan was the power base of Bakiyev, who has now taken refuge in Belarus.
The troubles in Jalalabad began when a university owned by a prominent Uzbek businessman and community leader was stoned by up to 1,000 alleged pro-Bakiyev supporters.
Up to 2,500 Uzbeks defended the university, a local journalist told Al Jazeera.
Government forces attempting to control the crowds opened fire, reportedly killing one Uzbek.
Another Uzbek man was allegedly beaten to death during the clashes.
Relations between Kyrgyzstan's ethnic Uzbek and Kyrgyz communities had been relatively peaceful until recent weeks, when tensions in the south began to rise, notably in the city of Osh, Bakiyev's stronghold.
A number of alleged inter-ethnic incidents have taken place in recent days.
Al Jazeera's Robin Forestier-Walker, reporting from Batken, said: "[The state of emergency] is the interim government's reaction to continuing unrest in the south of the country.
"Last week we had violence between two groups, broadly speaking between those who support the former president and other groups, in particular the Uzbek community.
"Ethnic Uzbeks are a very large minority in the south of the country - up to a million people. And their community leaders have been quite strong, quite vocal in their efforts in trying to gain control in the south.
"It is really very tense right now and we understand senior interim government officials are in Jalalabad trying to keep calm in place."
Gunfire broke out in Jalalabad last Friday after angry protesters seized government administration buildings and the city airport the previous day.
Violence was also reported from Osh and Batken, where protesters took over several government buildings.
Interim authorities said Bakiyev, who fled the country after an uprising last month, was behind the unrest and said its organisers also "wanted to ignite an inter-ethnic conflict in the country".
He was unseated in April after anti-government protests sparked clashes with security forces leaving at least 86 people dead.
Bakiyev had himself come to power in a popular uprising, the so-called Tulip Revolution of 2005, but became increasingly unpopular amid allegations of corruption and mismanagement.