The police protest comes after an unprecedented mutiny by army officers across the country in recent weeks. They are calling for better living conditions, and housing and food allowances. President Blaise Campaore met soldiers for the second time in a month on Friday and said after the talks that he believed "things will improve and change".
The army mutiny, which began in Campaore's own presidential guard, was followed by a police revolt on Wednesday night and Thursday when officers took to the street firing guns into the air.
On Friday, a demonstration by students against the police turned violent after youths attacked a police station injuring four people
Police opened fire before abandoning the station which was then burnt by the protestors.
The government in Burkina Faso has struggled to quell a wave of popular anger that has spread across the country since the end of February against Compaore's regime and the high cost living.
On Thursday, newly-appointed Prime Minister Luc Adolphe Tiao announced urgent measures to calm the situation including subsidies for certain commodities and tax reductions.