The death of the young anti-coup protester has sent a ripple of grief through the country, days after a bullet struck her in the head during a confrontation with police.

She had joined a massive rally in Naypyidaw demanding the release and return to power of the country's ousted civilian leader Aung San Suu Kyi.

Police dispersed the protest with rubber bullets, but Mya Thwate Thwate Khaing was one of two people critically wounded by live rounds.

Her family marked her 20th birthday two days later while she lay unconscious on an intensive care hospital bed.

Hospital staff confirmed that she had died shortly before midday on Friday, 10 days after she was shot.

"We are heartbroken and cannot talk about it much now," her brother told AFP, adding that a funeral service would be held on Sunday.

Mya Thwate Thwate Khaing is the first confirmed death from the anti-coup movement since the military seized power on February 1.

Graphic video had circulated online of the long-haired teenager falling to the ground and onlookers scrambling to give her first aid.

Amnesty International says it has verified footage of the incident and that "police recklessly targeted protesters, with no respect for their lives or safety whatsoever".

Immediately after her shooting, Mya Thwate Thwate Khaing became a household name across Myanmar and a rallying point for a civil disobedience campaign against the new military regime.

A 15-metre-long banner with artwork depicting the moment she was shot was hung off a bridge in Yangon, while some protesters have carried photos of her as they march.

Mya Thwate Thwate Khaing's injury also brought scathing global condemnation of the junta.

"They can shoot a young woman but they can't steal the hope & resolve of a determined people," UN Special Rapporteur Tom Andrews tweeted.

Her death sparked an outpouring of emotional tributes on social media as the news spread on Friday.

"We will regard you as our Martyr," wrote one supporter of the protest movement on Twitter. "We will bring justice for your loss."

- 'Hope for her future' -

A hospital official said the cause of her death would be investigated by a medical board.

The identity of the gunman remains unknown but Facebook and Twitter users have launched an online hunt.

Some have posted private details -- including the home address and family business locations -- of a man they suspect fired the bullet.

The target has denied the allegations and proclaimed his innocence in a Facebook post.

On her birthday last week, Mya Thwate Thwate Khaing's friends had taken flowers and food to a Buddhist temple to pray for her recovery.

"She was a young person who had much hope for her future," her sister Poh Poh told AFP at the time.