The United States and United Nations condemned the use of force against protesters, who demand the reversal of the coup and the release of Suu Kyi and other detained leaders of her National League for Democracy (NLD) and activists.
"We cannot stay quiet," youth leader Esther Ze Naw told Reuters. "If there is blood shed during our peaceful protests, then there will be more if we let them take over the country."
In Naypyitaw, hundreds of government workers marched in support of a civil disobedience campaign that has been joined by doctors, teachers and railway workers, among others.
A doctor said one protester was expected to die from a gunshot wound to the head in Tuesday's protests. She was wounded when police fired guns, mostly in the air, to clear protesters in Naypyitaw. Three other people were being treated for wounds from suspected rubber bullets, doctors said.
Protesters were also hurt in Mandalay and other cities, where security forces used water cannon as well. State media reported injuries to police during their attempts to disperse protesters, who were accused of throwing stones and bricks.
The US State Department said it was reviewing assistance to Myanmar to ensure those responsible for the coup face "significant consequences".
"We repeat our calls for the military to relinquish power, restore democratically elected government, release those detained and lift all telecommunication restrictions and to refrain from violence," spokesman Ned Price said in Washington.
The United Nations called on Myanmar's security forces to respect people's right to protest peacefully.
"The use of disproportionate force against demonstrators is unacceptable," Ola Almgren, the UN representative in Myanmar, said.
The protests are the largest in Myanmar for more than a decade, reviving memories of almost half a century of direct army rule and spasms of bloody uprisings until the military began a process of withdrawing from civilian politics in 2011.
The Assistance Association for Political Prisoners recorded nearly 60 people arrested in various parts of Myanmar on Tuesday.
CRITICAL CONDITION
A doctor in Naypyitaw said the woman who was shot in the head with a live bullet remained in a critical condition but was not expected to survive. Social media video verified by Reuters showed her with other protesters some distance from a row of riot police as a water cannon sprayed and several shots could be heard.
The woman, wearing a motorcycle helmet, suddenly collapsed. Pictures of her helmet showed what appeared to be a bullet hole.
Myanmar's army took power citing unsubstantiated allegations of fraud in a Nov 8 election that Suu Nkyi's NLD party won in a landslide. The electoral commission had dismissed the army's complaints.
Late on Tuesday, police raided the NLD's headquarters in Yangon during the hours of a military-imposed curfew.
The raid was carried out by about a dozen police personnel, who forced their way into the building in the commercial capital after dark, elected lawmakers said.
Suu Kyi's party had been due to start a second term on the day of the coup.
Alongside the protests, a civil disobedience movement has affected hospitals, schools and government offices. Staff from the electricity and power ministry in Naypyitaw were among the latest to join the civil disobedience movement on Wednesday.
Protesters' demands now go beyond reversing the coup.
They also seek the abolition of a 2008 constitution drawn up under military supervision that gave the generals a veto in parliament and control of several ministries, and for a federal system in ethnically diverse Myanmar.
Suu Kyi won the Nobel Peace Prize in 1991 for campaigning for democracy and spent nearly 15 years under house arrest.
The 75-year-old faces charges of illegally importing six walkie-talkies and is being held in detention until Feb 15. Her lawyer said he has not been allowed to see her.
Suu Kyi remains hugely popular at home despite damage to her international reputation over the plight of the Muslim Rohingya minority.
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