The country has been in turmoil since soldiers ousted civilian leader Aung San Suu Kyi last month, triggering nationwide protests demanding a return to democracy.

Security forces have responded with lethal force, using live rounds along with tear gas and rubber bullets in an effort to bring the demonstrations to heel.

The violence failed to deter hundreds of doctors and nurses donning hard hats and brandishing posters of Suu Kyi as they marched through Mandalay, Myanmar's second-largest city and cultural capital.

Mandalay has been the scene of some of the worst violence from police and troops since the coup and local media said the rally was staged at dawn to evade security forces.

The protests came a day after a local monitoring group confirmed the killing of four protesters at the hands of security forces around the country.

Two of the deaths were in Yangon, the country's commercial hub, according to the Assistance Association for Political Prisoners (AAPP).

Mourners in the city farewelled a 26-year-old who died Saturday while in custody after being shot and arrested the previous night.

Myo Myint Aung's mother cried over the coffin at the funeral service, saying that her son was still a child in her eyes.

"I am really proud of what you did for democracy and this country," she said, in a video of the funeral service posted on social media.

"You are a real hero."

Overnight, protesters staged a candlelight protest in the northern town of Kale and left signs on the street calling for United Nations intervention to stop the violence in Myanmar.

Nearly 250 deaths have been confirmed in the weeks since the coup, the AAPP reported, although the true toll could be higher.

More than 2,300 others have been arrested, the group said.

International condemnation by Washington, Brussels and the United Nations has so far failed to halt the bloodshed.

European Union foreign ministers are expected to approve sanctions against 11 junta officials at a meeting on Monday.