Myanmar's military raided the Yangon headquarters of ousted leader Aung San Suu Kyi's party late Tuesday, officials said, as the United States joined the UN in "strongly" condemning violence against protesters demanding a return to democracy.

The latest assault on Myanmar's civilian leadership came as anger at last week's state of emergency and the detention of Suu Kyi by the generals has driven hundreds of thousands of people into the streets, defying a junta ban on rallies.

"The military dictator raided and destroyed NLD headquarters at around 9:30 pm," the National League for Democracy announced on its Facebook page.

The party's short statement gave no further details.

The raid came after demonstrations erupted for a fourth straight day Tuesday, with police using water cannon in several cities, firing rubber bullets at protesters in the capital Naypyidaw and deploying tear gas in Mandalay.

The rallies came despite a warning from the junta that it would take action against demonstrations that threatened "stability", and a new ban on gatherings of more than five people.

The United States, which has led global censure of the coup, on Tuesday renewed its call for freedom of expression in Myanmar -- and for the generals to step down.

"We strongly condemn violence against demonstrators," US State Department spokesman Ned Price told reporters, adding that people in Myanmar "have rights to peaceful assembly."

"We repeat our calls for the military to relinquish power, restore democratically elected government, release those detained and lift all telecommunication restrictions and to refrain from violence," he said.

Price has previously said US requests to speak to Suu Kyi had been denied.

- Two protesters shot -

As night fell, the United Nations also voiced its "strong concern" over the violence.

"The use of disproportionate force against demonstrators is unacceptable," said Ola Almgren, the UN resident coordinator and humanitarian coordinator in Myanmar.

European Union foreign policy chief Josep Borrell said Tuesday the bloc could impose fresh sanctions on Myanmar's military, but warned any punishment should not hit the population.

"We are currently reviewing all our options," Borrell told lawmakers at the European Parliament.

In Naypyidaw, the remote capital purpose-built by the previous military regime, witnesses said police fired projectiles at protesters after earlier blasting them with water cannon.

"They fired warning shots to the sky two times, then they fired (at protesters) with rubber bullets," a resident told AFP.

At least one emergency room doctor said the military were also using live rounds, leaving a 23-year-old man and 19-year-old woman in critical condition in hospital.

"We believe they are actual bullets because of the wounds and their injuries," the doctor said.

The father of one of the victims said his son had been shot "when he tried to use the megaphone to ask people to protest peacefully after the police used water cannon to disperse them."

"He got hit in the back... I'm very worried about him," the 56-year-old goldsmith told AFP.

In Mandalay, the country's second-biggest city, police fired tear gas to disperse protesters.

© AFP