An Australian economic advisor to Myanmar's deposed civilian leader Aung San Suu Kyi told the BBC on Saturday he had been detained in the country following a military coup.

Macquarie University professor Sean Turnell is the first foreign national confirmed arrested by the new military junta since it took power on Monday after detaining Suu Kyi and other senior politicians from her National League for Democracy (NLD) party.

"I'm just being detained at the moment, and perhaps charged with something. I don't know what that would be," he told the broadcaster.

"Everyone's being very polite... but obviously I'm not free to move or anything like that," he added.

It was unclear where Turnell was being held. Earlier he told BBC he was confined to his hotel.

Foreign Minister Marise Payne said her government had "serious concerns about an Australian who has been detained at a police station," without naming the professor.

It added that the Myanmar ambassador had been called in over "reports of Australian and other foreign nationals being detained arbitrarily in Myanmar".

Attempts to contact Turnell by phone were unsuccessful earlier Saturday.

Macquarie University said it was aware of reports of Turnell's arrest, adding it fully supported "both his work in Myanmar and the efforts of the Australian Government to secure his swift release".

A senior NLD member, who asked not to be named, said Turnell had earlier ceased his work advising Suu Kyi on the Southeast Asian nation's economy.