The warning came after three demonstrators were shot dead over the weekend, and the funeral on Sunday for a young woman who died from bullet wounds at an earlier rally.

International alarm continued to build, with the United Nations chief on Monday condemning the military's "brutal force", and the European Union announcing it was ready to impose sanctions on the junta.

Massive street demonstrations have taken place since Myanmar's military staged a coup on February 1 and detained civilian leader Aung San Suu Kyi, ending a decade-long experiment with democracy.

A civil disobedience campaign has also since choked many government operations, as well as businesses and banks, and the junta late Sunday gave its most ominous signal yet that its patience was wearing thin.

"Protesters are now inciting the people, especially emotional teenagers and youths, to a confrontation path where they will suffer the loss of life," said a statement on state-run broadcaster MRTV.

The statement, read out in Burmese with text of the English version on the screen, cautioned protesters against inciting "riot and anarchy".

But protesters on Monday were undeterred by the warning, with hundreds of thousands rallying in Yangon, Myanmar's biggest city and commercial hub.

"We came out today to join in the protest, to fight until we win," said Kyaw Kyaw, a 23-year-old university student.

"We are worried about the crackdown, but we will move forward. We are so angry."

Residents had woken up Monday to a heavier security presence, including police and military trucks on the roads and an embassy district barricaded.

Tens of thousands of professionals and public servants also rallied in Naypyidaw, the capital and a military stronghold.

There were large protests in other cities, including Myitkyina and Dawei.

- Potent symbol -

Myanmar's generals had already responded to the uprising by gradually ratcheting up the use of force, and the number of political prisoners.

Troops and police have used rubber bullets, tear gas, water cannon and some live rounds.

On the weekend, two people were killed when security forces fired at protesters in the city of Mandalay, and a third man was shot dead in Yangon.

A young woman also died on Friday after being shot in the head at a protest and spending almost a fortnight on life support.

The woman, whose funeral was held on Sunday, was the first confirmed fatality of the protests, and she has emerged as a potent symbol of the anti-junta movement.

Authorities have detained 640 people since the coup, according to the monitoring group Assistance Association for Political Prisoners.

- 'Flagrant interference' -

Myanmar's foreign ministry on Sunday justified its use of force against protesters, and accused the United Nations and other governments of "flagrant interference" in the country's internal affairs.

"Despite facing the unlawful demonstrations, incitements of unrest and violence, the authorities concerned are exercising utmost restraint through minimum use of force to address the disturbances," it said in a statement.

UN chief Antonio Guterres has been one of the most outspoken critics of the junta and on Monday he again spoke out forcefully, condemning the junta's "brutal force".

"Today, I call on the Myanmar military to stop the repression immediately," he said in his annual address to the UN Human Rights Council.

"Release the prisoners. End the violence. Respect human rights, and the will of the people expressed in recent elections."

The United States, Canada and Britain have imposed sanctions on the generals running Myanmar.

The European Union announced Monday it would add its weight to the financial pressure, with the 27-nation bloc's foreign ministers saying they were ready to impose sanctions.

Washington also maintained its public campaign against the junta.

"The United States will continue to take firm action against those who perpetrate violence against the people of Burma as they demand the restoration of their democratically elected government," US Secretary of State Anthony Blinken tweeted.