The gunfire could be heard emanating from two military camps, one in the city and one on its outskirts, and lasted more than three hours from Tuesday night into early Wednesday, Reuters reporter Mathieu Bonkongou said.
The streets of the capital Ouagadougou were deserted when the gunfire broke out.
The Burkina Faso government could not be reached for comment. President Blaise Compaore has ruled Burkina Faso with a firm grip since 1987, after seizing power in a coup.
A landlocked country of 15 million people in West Africa, cotton producer Burkina Faso has avoided the instability that has plagued its neighbours and has in recent years benefited from high commodities prices.
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