Hundreds of people who support Traore's takeover gathered in front of the French embassy in protest on Saturday. Anti-French demonstrators also gathered and stoned the French Cultural Centre in the Southern town of Bobo-Dioulasso.
In the early evening, a fire broke out at the embassy and several shots were heard. The French foreign ministry said it condemned violence against its embassy.
"We are asking France to get out, to leave, to leave us in peace because they are taking us centuries back," said Abdoul Kader Sogne, a protester.
Damiba's whereabouts remain unknown.
The West African country and former French protectorate has become the epicentre of violence carried out by groups linked to al Qaeda and Islamic State that began in neighbouring Mali in 2012 and has spread to other countries south of the Sahara Desert.
Reuters