Security forces last week tried to arrest Andry Rajoelina
United Nations staff in Madagascar say opposition leader Andry Rajoelina has taken refuge at the French embassy.
Mr Rajoelina, a 34-year-old former DJ, said on Saturday he was in hiding after police tried to arrest him.
He has been involved in a fierce power struggle with President Marc Ravalomanana for several weeks.
Security forces are reported to have opened fire following widespread outbreaks of looting in southern parts of the capital Antananarivo.
The BBC's Christina Corbett in the city says this is the first time people have looted in broad daylight since the political crisis, which has left more than 100 people dead, began earlier this year.
Yves Sorokobi, a spokesman for the UN secretary general, told the BBC that Mr Rajoelina had taken refuge at the French embassy, who have a presence in their former colony.
Mr Sorokobi denied earlier reports, attributed to the UN envoy to Madagascar, Tiebile Drame, that UN staff had taken Mr Rajeolina under their protection.
"In line with efforts to resolve the Madagascan crisis, and preserve peace and stability, the United Nations decided to place Mr Rajoelina under its protection in a diplomatic residence," Mr Drame was earlier reported as saying.
Speaking from New York, Mr Sorokobi said the UN "may have played an intermediary" role in arranging Mr Rajoelina's safety, but had a mediation mandate in Madagascar and was unable to offer physical protection.
"We do what we can to stop the situation running out of control," he said.
Security forces last week tried to arrest Mr Rajoelina after he walked out on direct talks with Mr Ravalomanana, accusing his rival of dismissing opposition grievances and pledging to revert to mass street action.
On Sunday, a group of military officers announced they would now only follow orders from Mr Rajoelina.
The opposition leader, who was sacked as the capital's mayor last month, has accused the president of being a dictator and declared himself president, announcing his own administration.
President Ravalomanana denies abusing power and says he will remain in power until the end of his mandate in 2011.