Kyaw Zwar Minn was denied entry to the building on Charles Street in Mayfair on Wednesday night.
He claimed there had been a “coup” by the “Myanmar military”, telling TheTelegraph: “They are refusing to let me inside. They said they received instruction from the capital, so they are not going to let me in.
“This is a coup. This is the UK, we are not in Myanmar, in Burma. They are not able to do this. The British government won’t allow this one, you’ll see that.”
Last month the BBC reported that Kyaw Zwar Minn had been recalled by the Southeast Asian country after he spoke out against the recent military coup and called for the release of its civilian leader, Aung San Suu Kyi.
Photos taken outside the embassy on Wednesday night showed the ambassador getting out of a car that bore a large image of Ms Suu Kyi across its rear window.
Kyaw Zwar Minn was also captured ringing a doorbell as he unsuccessfully tried to enter the building, with a small number of police officers standing nearby.
A Foreign, Commonwealth and Development Office spokesperson said on Wednesday night: “We are seeking further information following an incident at Myanmar’s embassy in London.”
The prime minister has previously condemned the ousting of the elected government in Myanmar.
Boris Johnson criticised the “unlawful imprisonment of civilians” after Ms Suu Kyi was detained.
Myanmar’s military has since violently cracked down on opponents, with security forces reportedly killing hundreds of protesters and bystanders.
Foreign ministers from the G7 nations have also condemned the “intimidation and oppression” of protesters following the coup.
On 8 March, the foreign secretary, Dominic Raab, tweeted that he had spoken to Kyaw Zwar Minn and had “praised his courage and patriotism in standing up for what is right”.
He added: “We join his call for the immediate release of Aung San Suu Kyi and President Win Myint, and for a return to democratic rule.”
It is thought that government officials were in contact with the ambassador and the Myanmar regime on Wednesday evening to help seek a resolution to the situation.
Protesters have left bunches of flowers and posters attached to railings outside the embassy to commemorate civilian victims of the coup.
A spokesperson for the Metropolitan Police said: “We are aware of a protest outside the Myanmar embassy in Mayfair, London.
“Public order officers are in attendance. There have been no arrests.”