All are from the Myo ethnic group, a tiny Buddhist minority in the remote strip of land bordering Bangladesh that is mainly home to stateless Rohingya Muslims.
The area has been gripped by violence since late last year when Rohingya militants attacked police posts, sparking a months-long bloody military crackdown that the UN believes may amount to ethnic cleansing.
Myanmar's government has denied the accusations, saying troops were carrying out valid "clearance operations", but refused to allow in a UN fact-finding mission to investigate.
"Security forces are hunting extremist terrorists after the bodies of six villagers from Kaing Gyi were found and two went missing," the state counsellor's office said in a statement.
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Troops and police found the bodies of three men and three women close to where gunshots were heard around 10:00 am (0330 GMT), it added.
Kaing Gyi village leader Sein Hla Maung confirmed the toll and said a man and a woman were still missing.
The government blames the violence on the self-styled Arakan Rohingya Salvation Army, which claimed last year's raids on the police posts, saying the militants are targeting villagers, including Muslims, seen to be close to the authorities.
The group has denied killing civilians in statements issued through an unverified Twitter account.
More than 70,000 Rohingya have fled to Bangladesh since October and the UN believes hundreds may have died in what may be the bloodiest chapter of Buddhist-majority Myanmar's years-long persecution of the Rohingya.