We consider the problem of estimating a density $f_X$ using a sample $Y_1,...,Y_n$ from $f_Y=f_X\star f_ε$, where $f_ε$ is an unknown density. We assume that an additional sample $ε_1,...,ε_m$ from $f_ε$ is observed. Estimators of $f_X$ and its derivatives are constructed by using nonparametric estimators of $f_Y$ and $f_ε$ and by applying a spectral cut-off in the Fourier domain. We derive the rate of convergence of the estimators in case of a known and unknown error density $f_ε$, where it is assumed that $f_X$ satisfies a polynomial, logarithmic or general source condition. It is shown that the proposed estimators are asymptotically optimal in a minimax sense in the models with known or unknown error density, if the density $f_X$ belongs to a Sobolev space $H_{\mathbh p}$ and $f_ε$ is ordinary smooth or supersmooth.