The Japanese Embassy said that a Japanese national had been killed in protests in Yangon on Thursday, according to Kyodo News agency.
After receiving the report from Myanmar's Foreign Ministry, Japanese Embassy officials in Yangon were heading to a hospital to confirm the report, Kyodo said.
Japan's Foreign Ministry in Tokyo said that officials were trying to confirm the report and that no other details could be released.
According to Japan's public broadcaster NHK, several people were hit by stray bullets fired by soldiers, and one of them - a person who appeared to be a photographer - was carrying a Japanese passport.
The choice of the city of Helsinki is not incidental as the capital of Finland had hosted US-Soviet negotiations on the limitation of nuclear stockpiles in 1969