Demonstrators say the government has failed to stop the violence and wants politicians held accountable.
On Wednesday, President Roch Kabore sacked his defence and security ministers after more than 130 people were killed by fighters believed to be aged between 12 and 14 in the village of Solhan.
He addressed the nation calling for people to stop demonstrating.
The United Nations says the fighting has killed more than 2,000 people and displaced nearly 1.2 million.
Government forces are on the retreat, faced with increasing attacks as the Islamic State in the Greater Sahara continues to gain ground.
Al Jazeera’s Nicolas Haque reports.
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