Police and the spokesman for the ruling military council did not respond to phone calls seeking comment.
Police were also cracking down on a huge protest in the second city of Mandalay and in the northeastern town of Lashio, residents there said.
Junta leader General Min Aung Hlaing said last week authorities were using minimal force to deal with the protests.
Nevertheless, at least five protesters have died in the turmoil. The army said a policeman has been killed.
The crackdown would appear to show a determination by the military to impose its authority in the face of widespread defiance, not just on the streets but more broadly in areas such as the civil service, municipal administration, the judiciary, education and health sectors and media.