Anti-Soviet demonstrations at five Soviet diplomatic posts in the Moslem world led to several violent confrontations yesterday, with the most serious clash in Turkey, where soldiers guarding a consulate killed a protester.

Islamic leaders in Turkey, Sudan, India, Indonesia and Iran led protests against Moscow's incursion last week into Afghanistan and the use of troops to put down a Moslem rebellion against the Marxist government in Kabul.

Meanwhile, Saudi Arabia urged Arab and Moslem countries to protest the Soviet action, and diplomatic sources in Lebanon said a conference of Islamic nations will be called soon to discuss the invasion.

Saudi Foreign Minister Prince Saud urged "a united stand in support of the Afghan people confronting the Soviet invasion of their country," the Saudi press agency said. It said he met in Riyadh yesterday with ambassadors from Arab and Moslem countries.

The clash in Turkey began when about 40 demonstrators, identified by police as a pro-Albanian group calling itself the People's Path, hurled a grenade at the Soviet consulate general in Istanbul, wounding a soldier, and burned a likeness of Soviet President Leonid Brezhnev.

Turkish soldiers guarding the building responded by opening fire on the protesters, killing a high school student, according to police sources. Witnesses said he had been shot in the head.

Several persons were arrested as police dispoersed the demonstrators. The guard was reinforced around the Soviet Embassy in Ankara, the Turkish capital.

In Khartoum, about 5,000 Sudanese students organized by the fundamentalist Moslem Brotherhood marched on the Soviet Embassy, shouting anti-communist slogans and hurling stones. They damaged windows and portraits hanging on inside walls and burned several Soviet flags.

The demonstrators delivered a note addressed to Brezhnev at the embassy, denouncing him as "the enemy of Islam" and "the new colonizer" and demanding the immediate withdrawal of Soviet troops.

The embassy was heavily guarded by helmeted, baton-wielding riot police who kept the demonstrators a few yards from the building.

In Calcutta, 150 Moslem students shouted anti-Soviet slogans as they delivered a memorandum to the Soviet consulate condemning the invasion of Afghanistan as an imperialistic act. The memo said the Soviet Union could not counter the Islamic movement sweeping throughout the world.

About 50 Indonesian Islamic students gathered peacefully in front of the Soviet Embassy in Jakarta and stayed there until afternoon, when police ordered them dispersed.

The death of the Turkish student came amid general concern in Turkey about political violence and a warning from the armed forces to politicians to take action to curb anarchy. Sources said there were seven political killings in Turkey in a 24-hour period ending yesterday, including the Istanbul manager of Israel's national airline, El Al.