In a statement it said officers and others had plotted to destabilize the country with "the dark intention of attacking the institutions of the Republic and plunging our country in chaos."
It did not identify anyone but said some arrests had been made and searches continued for others.
"Investigations will help unmask the instigators of this plot," it said.
The military prosecutor later said four people had been detained and two were on the run. In a statement, it said it had on Wednesday opened an investigation based on "credible allegations about a plot against state security implicating officers."
The junta on Monday suspended French news magazine Jeune Afrique for publishing "untruthful" articles that reported tension and discontent within Burkina Faso's armed forces.
The next day thousands of pro-junta demonstrators took to the streets of the capital Ouagadougou and elsewhere to show their support, citing rumors of a brewing mutiny against the authorities.
The junta came to power after two military coups last year, triggered in part by a worsening insurgency by armed groups linked to al-Qaeda and Islamic State that has destabilized Burkina Faso and its neighbors in West Africa's Sahel region.
Over 50 Burkinabe soldiers and volunteer fighters were killed in clashes with militants in early September — the heaviest losses in months.
Forum