A few dozen demonstrators supporting the self-proclaimed putschist Ibrahim Traoré gathered in front of the embassy, setting fire to protective barriers and throwing stones inside the building, on the roof of which French soldiers were positioned, when the gases were fired, noted an AFP journalist.
Other protesters were also seen tearing down barbed wire in an attempt to scale the perimeter wall of the diplomatic building.
Late Saturday afternoon, two French institutions had already been targeted by demonstrators: a fire broke out in front of the French embassy in Ouagadougou and another in front of the French Institute in Bobo-Dioulasso.
In Paris, the French Foreign Ministry had condemned "the violence against our embassy in the strongest terms", adding that "the safety of (his) compatriots" was his "priority".
These attacks "are the act of hostile demonstrators, manipulated by a campaign of disinformation against us", declared its spokeswoman Anne-Claire Legendre, while "calling on the stakeholders to ensure the security" of the diplomatic buildings.
Reports on social networks of protection granted by France to Lieutenant-Colonel Paul-Henri Sandaogo Damiba, head of the junta deposed on Friday, helped to excite the anger of pro-Traoré demonstrators.
This information has been formally denied both by Paris and by Lieutenant-Colonel Damiba himself.
A few hours before the announcement of Damiba's dismissal on Friday evening, several hundred people had demonstrated in Ouagadougou to demand his departure, but also the end of the French military presence in the Sahel, and military cooperation with Russia.
Moscow's influence has continued to grow in several French-speaking African countries in recent years, particularly in Mali and the Central African Republic.
Sunday, in addition to the embassy, demonstrators also gathered near the headquarters of the national television of Burkina Faso around which the device of armored vehicles in place since Friday, was lightened, with three vehicles, instead of twenty.
- Curfew lifted -
Small gatherings also took place during the night from Saturday to Sunday on several major axes of the Burkinabe capital, flown over all night by a military helicopter.
Since the announcement Friday evening by soldiers led by Captain Ibrahim Traoré of the dismissal of Lieutenant-Colonel Paul Henri Damiba - himself who came to power by a coup in January - the tension has not weakened.
On Saturday, Colonel Damiba made it clear that he did not intend to abdicate, calling on the new putschists "to come to their senses to avoid a fratricidal war which Burkina Faso does not need in this context" of jihadist violence which have ravaged Burkina Faso since 2015.
Despite the tensions, the soldiers who announced that they had dismissed the junta leader, said in a statement read on national television on Sunday that the curfew established on Friday from 9 p.m. to 5 a.m. (local and GMT) had been lifted.
The borders remain closed for the time being.
The press release also announces the convocation on Sunday afternoon "of the general secretaries of the ministerial departments responsible for the dispatch of current affairs".
While thanking the population "for their civic behavior, in their outpouring of support for the qualitative change undertaken", Captain Traoré "calls for divestment of acts of looting and vandalism".
Colonel Damiba came to power in January in a coup that overthrew President Roch Marc Christian Kaboré, accused of ineffectiveness in the fight against jihadist violence.
But in recent months, attacks hitting dozens of civilians and soldiers have multiplied in the north and east of Burkina Faso, where cities are now subject to a blockade by jihadists.
Since 2015, regular attacks by armed movements affiliated with Al-Qaeda and the Islamic State (IS) group have killed thousands and displaced some two million people.