Myanmar Commander-in-Chief Min Aung Hlaing has written to Prime Minis­ter Prayut Chan-o-cha explaining why the army had to stage a coup.

Prayut said the letter asked Thailand to support the democracy of Myanmar, which he said he always supports.

"At the very least, we are supportive of the democratic process in Myanmar, while what we also have to do is maintain relations [with Myanmar] as well as possible because that will benefit all Thai people and border trade [with the neighbouring country]," Gen Prayut said.

"Thailand supports the democratic process. The rest is up to him to see how to proceed."

On Tuesday, Gen Prayut said he didn't want anti-Myanmar coup protests to take place in Thailand and warned certain groups against provoking unrest linked to the coup.

Since the coup last week, Myanmar has seen the biggest protests in more than a decade.

Protesters took to the streets of Myanmar for a fifth day on Wednesday, even after a woman was shot and critically wounded during clashes the previous day.

Thousands of people joined demonstrations in the main city of Yangon. In the capital, Nay Pyi Taw, hundreds of government workers marched in support of a growing civil disobedience campaign.

The military has imposed restrictions on gatherings and a night curfew in the biggest cities.