Sean Turnell, an economist and university professor, was the first foreign national arrested following the February 1 coup that ousted the Nobel laureate from power.

At a press conference in the capital Naypyidaw, junta spokesman Brigadier General Zaw Min Tun confirmed that Turnell is being investigated for offences under Myanmar's immigration and state secret laws.

"We have allowed contact with (Australian) embassy officers and the family twice," he told reporters.

"We are going to allow his family to contact him later."

His distraught spouse Ha Vu last month wrote an open letter to the wife of junta leader Min Aung Hlaing, pleading for her husband's release.

The Australian government is also providing consular assistance to two business consultants -- Matthew O'Kane and Christa Avery, who is a dual Canadian-Australian citizen.

They were prevented from leaving the country on a relief flight on Friday and have since been under house arrest.

The Australian Embassy on Tuesday warned its citizens to prepare to "shelter in place" with essential supplies.

The junta has unleashed deadly violence as it struggles to quell nationwide protests against the coup.

More than 260 people have been killed and about 2,700 arrested, according to a local monitoring group.

But the junta has a lower death toll, with military spokesman putting it at 164 on Tuesday.