A spokesman for the opposition National League for Democracy and witnesses say the activists were arrested Tuesday in different areas around the former capital, Rangoon.
Aung San Suu Kyi's supporters began holding weekly prayer vigils on May 1st.
The Nobel peace laureate has spent most of the past 17 years under house arrest. Her most recent term ends on May 27th.
On Monday, more than 50 former world leaders, including three former US presidents called on Burma to free the pro-democracy leader. Aung San Suu Kyi's opposition party made a similar appeal.