Kenji Nagai was among nine people killed Thursday when soldiers fired automatic weapons into a crowd of pro-democracy demonstrators. Nagai, 50, a video-journalist, was working for Japanese news agency APF News.
Officials have said Nagai was believed to have been shot in the chest. There were conflicting reports that he was struck by stray bullets fired by Burmese soldiers or shot from the front.
"We offer our prayers and condolences for him," Chief Cabinet Secretary Nobutaka Machimura said. "I think what's most important at the moment is to demand a full accounting of what happened."
Prime Minister Yasuo Fukuda said Nagai's death was "extremely unfortunate."
"We hope the Myanmar [Burmese] government will give us a full explanation," Fukuda said.
He said, however, that Japan needs to take the whole situation into account before considering the possibility of sanctions.
Deputy Foreign Minister Mitoji Yabunaka was scheduled to visit Burma this weekend to express Japan's anger to the ruling military junta, according to officials.
"I don't want Myanmar authorities and the government to resort to such measures," Nagai's father, Hideo, told reporters. "I want them to prevent something like this from happening again."