Two people died and three were injured after jumping from the fourth floor of a building in Myanmar's commercial capital to escape a raid by security forces, authorities said Wednesday.

Myanmar has been in turmoil since the military's February coup, with over 900 killed and more than 7,000 arrested in a bloody crackdown, according to a local monitoring group.

Rights groups and the UN say hundreds of anti-coup demonstrators have disappeared and protesters face arbitrary arrest and the threat of torture.

Security forces arrested two men and a woman during a raid on a building in Botadaung township in Yangon on Tuesday, according to the junta-backed True News channel.

Four other men and a woman "jumped out of the window of the fourth floor to avoid arrest," it said, adding the woman and one of the men had died of their injuries.

The three injured men had been taken to a military-run hospital, True News said, adding officers had found "materials used for explosions" in the raid.

Fighting has flared across Myanmar since the coup as people form "defence forces" to battle the military.

Clashes have largely taken place in rural areas, although in June four protesters and at least two military officers were killed in a gunfight in the country's second city of Mandalay.

Government offices and organisations viewed as being close to the junta have also been targeted in urban areas.

A bomb went off at a Yangon office of the Young Men's Buddhist Association on Tuesday, the organisation said on its Facebook page, although no casualties were reported.