Weeks of political chaos have paralysed the Indian Ocean nation
The head of the military police in Madagascar says his force has stopped taking orders from the government.
General Pily Gilbain said his men were backing the new head of the army, Col Andre Andriarijaona, who has ousted the commander appointed by the president.
Correspondents say it means both the army and the military police have now distanced themselves from beleaguered President Marc Ravalomanana.
He has been in a fierce power struggle with opposition leader Andy Rajoelina.
In a statement on national radio on Thursday, President Ravalomanana tried to regain control, saying: "Our priority is to restore law and order.
'Fulfil your responsibilities'
"I appeal to the security forces to fulfil their responsibilities and protect the people and to do it with dignity."
24 January: Opposition protests begin
26 January: Two protesters shot dead
27 January: At least 20 bodies found in burnt shop
31 January: Rajoelina says he is in charge of the country
3 February: Rajoelina sacked as the capital's mayor
7 February: Security forces shoot dead at least 20 protesters
8 March: Section of the army joins opposition
9 March: Rajoelina under UN protection
10 March: Defence minster ousted
11 March: Army chief of staff forced out
At least 100 people have died during opposition protests since mid-January.
Mr Rajoelina, a 34-year-old former DJ, has been trying to establish a parallel government.
The person he named as his prime minister has met the incumbent premier. Mr Rajoelina went into hiding last week after the security forces tried to arrest him.
Shops around the centre of the capital reportedly stayed shut on Thursday and streets were unusually empty of traffic.
The US ambassador to Madagascar warned on Wednesday that the Indian Ocean island nation was hurtling towards civil war.
Col Andriarijaona named himself chief of staff, ousting Madagascar's top general, who had given the political rivals until Friday to solve the crisis or face military intervention.
He reportedly said the military was not launching a coup d'etat.
Senegalese President Abdoulaye Wade has offered to host peace talks.
On Tuesday, dissident soldiers forced the defence minister to resign.
Mr Rajoelina, who was sacked as mayor of the capital Antananarivo in February, accuses the president of misspending public money and being a dictator.
Supporters of Mr Ravalomanana, 59, say the opposition leader is a troublemaking upstart who has overplayed his hand.