Several main roads in the capital Ouagadougou have been blocked by troops, with state television broadcasting a blank screen.
Shots have been heard around Burkina Faso's presidential palace and the headquarters of its military junta, which seized power in a coup last January, witnesses have said.
Several main roads in the capital Ouagadougou were blocked by troops on Friday. State television was cut, broadcasting a blank screen saying: "no video signal".
"I heard heavy detonations around 4:30 am (0430 GMT) and now the roads around my home have been sealed off by military vehicles," a resident who lives close to the presidential palace told AFP news agency.
The cause of the gunfire and the detonations was not immediately clear.
Troops were stationed on the main crossroads of the city, especially in the Ouaga 2000 neighbourhood that is home to the presidential and military junta headquarters, but also outside the headquarters of state television, an AFP journalist said.
Violence has raged in the landlocked west African country after Lieutenant-Colonel Paul-Henri Sandaogo Damiba seized power in a January coup, ousting elected leader Roch Marc Christian Kabore and promising to rein in armed groups.
As in neighbouring countries, fighters affiliated with al-Qaeda and Daesh have stoked the unrest, even after Damiba earlier this month sacked his defence minister and assumed the role himself.
The mini-shuffle, the first since the appointment of a transitional government in March, saw only one new minister introduced. Colonel-Major Silas Keita was named minister delegate in charge of national defence and promoted to brigadier general.
Proliferation of attacks
Thousands have died and about two million have been displaced by the fighting since 2015 when violence spread into Burkina Faso.
Attacks have increased since the start of the year, despite the junta's vow to make security its top priority and September has been particularly bloody.
On Monday, a convoy carrying supplies to the town of Djibo in the north of the country was attacked. The government said 11 soldiers were killed and around 50 civilians were missing.
More than 40 percent of Burkina Faso, a former French colony, is outside government control.
Much of the Sahel region is battling violence by armed groups, with Niger too getting affected. In recent years, the violence has begun to spill over into coastal states Ivory Coast and Togo.
"The deteriorating security situation in Burkina Faso and Mali has made the north of the coastal countries the new front line against armed groups operating in the Sahel," the Konrad Adenauer Foundation, a German think tank, said in a report in April.