Around 500 students spent the night outside the US Embassy in Burundi's capital, asking the US for protection as street protests went into their sixth day against President Pierre Nkurunziza's decision to seek a third term.
Protesters say they will not leave the streets until Mr Nkurunziza withdraws his candidacy in the June 26 elections.
Families gathered outside a jail to bring food to those who have been arrested. Carina Tertsakian, a senior Rwanda researcher with Human Rights Watch, said more than 400 people are believed to be in detention as Burundi's government tries to stop the protests.
The protests started on Sunday after the ruling party nominated Mr Nkurunziza to be its candidate.
Some events carried on as normal. At a local sports field, civil servants paraded in front of officials in a May Day celebration.
Assistant secretary for democracy, human rights and labour, Tom Malinowski, who travelled to Burundi on Wednesday, told reporters that the government has been warned of "real consequences" if the crisis escalates.
Many see Mr Nkurunziza's decision to run again as a violation of the Arusha Agreements that ended civil war that killed more than 250,000 people. The fighting between Hutu rebels and a Tutsi-dominated army ended in 2003.
Mr Nkurunziza, a Hutu, was selected by parliament in 2005 to be president. He was re-elected unopposed in 2010. His supporters say he can seek re-election again because he was voted in for his first term, and was not popularly elected.
At least six people have been killed since Sunday, according to the Burundi Red Cross.