Australia has demanded Myanmar immediately release an Australian adviser to Aung San Suu Kyi's government who was detained in a military coup, an official said on Monday.

Economic policy adviser Sean Turnell had told friends via social media that he was detained but he has been out of contact in recent days.

“We have called for the immediate release of Australian citizen Prof. Sean Turnell from detention," Foreign Minister Marise Payne said.

The Australian Embassy in Myanmar had been providing Turnell with “extensive support during this ordeal,” she said.

Turnell's friend and fellow Myanmar expert Monique Skidmore said she believed the Macquarie University economics professor had been detained because of his close relationships with ousted leader Suu Kyi and other senior members of her National League for Democracy party.

“I think it''s just his closeness that''s got him detained,” Skidmore told Australian Broadcasting Corp.

Skidmore expected Turnell would be deported and remained “terribly worried” for his safety while he remained in the country.

Australian diplomats had planned to get Turnell out of the country and he had been waiting for a car to take him to the Yangon airport when the military arrived to collect him from the city's Chatrium Hotel, his friend and fellow Australian economist Tim Harcourt told The Australian newspaper.

Turnell had arrived in Myanmar from Australia less than a month ago and had been staying at the hotel. He permanent residence was in the capital Naypyitaw.

Turnell had been held in the hotel and in a police station, Skidmore said.