The man said he was fired from his job at a bank for exposing corruption involving state officials, according to Middle East Eye.
In a Facebook livestream, the man said his life had been ruined and he was unable to earn a living.
He then doused himself with an inflammable liquid and told security officers in Tahrir Square not to come near him.
He said the country was being destroyed by a small group of “thieves”.
The man set himself ablaze and was wrestled to the ground by security officers who put out the fire.