The authorities decided to impose a curfew from 20:00 to 05:30, according to the local Radio Omega.
Radio France Internationale previously reported that intense gunfire was heard on Sunday morning in two military camps in Burkina Faso's capital city of Ouagadougou.
One of the camps houses a prison where Gen. Gilbert Diendere and other military involved in a failed 2015 coup are being held. Radio Omega also reported that there was shooting in the city of Kaya northeast of Ouagadougou.
The government confirmed that there was shooting in the capital, but denied reports that the military had seized power in the country. Burkina Faso's Defense Minister Barthelemy Simpore also dismissed claims that President Roch Marc Christian Kabore was detained and said that the situation in the country was under control.
The events come a day after clashes erupted between police and protesters who staged a rally after the authorities failed to curb violence that gripped the country. Earlier in January, a group of soldiers was arrested for allegedly plotting to destabilize institutions, the country's media said.