Myanmar's army made no immediate comment. It historically proclaimed itself the one institution that can keep the multi-ethnic country of over 53 million people together.
BBC Burmese quoted a witness as saying the reporter was taken into custody by troops on Sunday night. He was asked to raise both hands and was taken away in a car, it said.
State media said a famous actor, Zin Wine, and singer Po Po, both known for their support of the democracy movement, had also been arrested.
More than 600 people have been killed by the military in the crackdown on protests against the coup.
The ambassador said he was locked out when he spoke to local media, describing the incident as "a kind of coup, in the middle of London.”
Fighting continued into Thursday morning and at least 11 protesters were killed and about 20 wounded, the media said. There was no word of any casualties among the soldiers.
In a transcript of an interview made available late Thursday, Singapore Foreign Minister Vivian Balakrishnan expressed dismay at the bloodshed.