Fresh fighting broke out in Rakhine state last week between security forces and Rohingya militants after the militants staged raids on police posts.
The violence is still raging, and at least 110 people are so far confirmed dead while at least 18,500 Rohingya have fled to neighbouring Bangladesh, according to the International Organisation for Migration.
Fighting in Rakhine often prompts anger in Muslim- majority Malaysia. On Wednesday about 1,000 protesters -- most of whom were believed to be Rohingya -- gathered near a major road in Kuala Lumpur calling for an end to violence against the minority.
The demonstration was peaceful but about 20 protesters were arrested for alleged immigration offences.
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A smaller protest was also held outside the Myanmar embassy.
"We are demanding (Myanmar) stops this violence against the Rohingya," said Mohd Azmi Abdul Hamid, leading the embassy group.
There are almost 60,000 Rohingya refugees in Malaysia, according to the United Nations, where they form part of a large workforce of immigrants doing low-skilled jobs spurned by locals in the relatively affluent country.
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