YANGON, MYANMAR (AFP, BLOOMBERG) - A 20-year-old student struck by a bullet last week in the Myanmar capital of Naypyitaw while protesting against the military coup has died, according to a friend of the family, marking the first casualty since nationwide demonstrations began.

Ms Mya Thwate Thwate Kaing was one of two people left in critical condition on Feb 9 after Myanmar's police fired gunshots, tear gas and water cannons to quell demonstrations throughout the country, leaving at least 20 protesters injured.

The demonstration in Naypyitaw turned violent when security forces fired rubber bullets on protesters, but doctors at the hospital later told AFP that at least two people had been critically wounded by live rounds.

On Friday, a hospital official confirmed her death at 11am, and said her body will be examined by a board at 3pm as "this is a case of injustice".

"We will keep the (cause of death on) record and send a copy to the respective authorities. We will look for justice and move forward," said the doctor.

He added that the hospital staff has faced immense pressure since Ms Mya Thwate Thwate Kaing has been in their intensive care unit.

"Some have left the hospital already because of pressure," he said.

Military spokesman-turned-deputy information minster Zaw Min Tun confirmed this week that she had been shot, and said the authorities will continue to investigate the case.

The fatality comes as the number of protesters throughout Myanmar has swelled into the hundreds of thousands since the military seized control of the country on Feb 1.

The youth-led movement has mobilised supporters peacefully in major cities with three main demands: the release of civilian leaders, including Aung San Suu Kyi, recognition of the 2020 election results won by her party and a withdrawal of the military from politics.

Ms Suu Kyi's National League for Democracy has denounced the police actions against demonstrators, while United States President Joe Biden announced sanctions against military leaders linked to the coup and blocked them from accessing about US$1 billion (S$1.33 billion) in government funds held in the US.

The coup leaders have tightened their grip on power, ordering an Internet blackout on recent nights and making it easier for the authorities to make arrests as it looks to enforce a ban on public gatherings ignored by protesters.