KUALA LUMPUR: Rohingya refugees voiced fears on Wednesday that family had been killed back home and homes torched as they protested against the worst violence to grip northwest Myanmar in at least five years.

Some 1,200 mostly Rohingya Muslims - holding placards that read 'Stop killing Rohingya' - took to the streets of Malaysia's capital to appeal for an end to the violence.

"Dead, they are all dead, they were shot," said a 20-year-old Rohingya demonstrator, who gave his name as Niamutullah.

"I have not been able to contact them for two days," he said as he shook his head and covered his face with his hand.

More than 18,000 Rohingya, many sick and some with bullet wounds, have fled to neighbouring Bangladesh after a series of coordinated attacks by Rohingya insurgents on security forces in Myanmar's Rakhine state led to clashes.

"My younger brother and sisters were crying for me when I spoke to them two days ago: 'Where do we go? We don't have any place to go," Anamul Hassan told the Thomson Reuters Foundation minutes before he was arrested by the police.

The 20-year-old, who fled to Malaysia 12 years ago, said he believed his family home had burnt down and that his siblings were now on the run.

About 155 demonstrators were arrested as Malaysian police stopped the protest. Police said one man tried to set himself on fire with petrol.

Muslim-majority Malaysia is home to nearly 60,000 refugees and asylum-seekers of the Rohingya minority, who suffer persecution in mostly Buddhist Myanmar.

Some protesters pleaded with the police, showing their refugee identity cards, as they were taken away.

The treatment of about 1.1 million Rohingya in Myanmar is the biggest challenge facing national leader Aung San Suu Kyi.

The Rohingya are denied citizenship in Myanmar and regarded as illegal immigrants, despite claiming roots that date back centuries.

At least 109 people were killed in the recent violence in Rakhine, most of them militants, but also members of the security forces and civilians.

The violence marks a dramatic escalation of a conflict that has simmered since October, when a similar, but much smaller, series of Rohingya attacks on security posts prompted a fierce military response.