The United Nations has threatened to impose economic sanctions on Burkina Faso, if the army does not hand over the power to civilian rule.
The army stepped into the power vacuum left by President Blaise Compaore, who was forced to resign in the wake of violent street demonstrations over his 27-year-rule that some have likened to the Arab Spring.
UN envoy for West Africa, Mohamed Ibn Chambas, said on Sunday he had pressed the demand in a meeting with the country's top military brass.
If the army refuses, "the consequences are pretty clear", he said. "We want to avoid having to impose sanctions on Burkina Faso," he added.
The US State Department also called on the military to immediately transfer power to civilian authorities, while the European Union urged the army to respect the people's right to peaceful protest.
On Sunday, the army vowed to install a unity government after tightening its control over the landlocked country. Troops moved into Place de la Nation in the capital Ouagadougou and took over the national television headquarters in a show of force.
West African regional bloc ECOWAS urged dialogue and restraint as one person was killed on Sunday close to the television headquarters, where soldiers fired shots in the air to disperse protesters. The army said the victim was likely struck by a stray bullet.
Opposition figures have said around 30 people have been killed in a week of violent protests. Hospital sources told AFP news agency that there had been at least six deaths, including two by gunshot wounds.
Compaore's 27 years of being in charge of Burkina Faso ended abruptly on Friday after two days of mass protests aimed at thwarting his bid to change the constitution to extend his rule.
The army then selected Lieutenant Colonel Isaac Zida as transitional leader, overriding an earlier claim by the army chief of staff.
But on Sunday there were signs of discontent with the appointment as thousands gathered in Ouagadougou to demand a return to civilian rule, in line with the West African country's constitution.
Locals blame Compaore for not doing more to tackle poverty in the nation of 17 million people by reinvesting government earnings from the gold and cotton sectors.
Neighbouring Ivory Coast confirmed on Saturday that Compaore had arrived there with his family and entourage but did not specify where he was staying.
Source: Al Jazeera and agencies