The cause of the fire is not clear, but President Joseph Boakai has ordered an investigation and condemned the "ruthless destruction in the country" in connection with the protests.
On Tuesday, the police used tear gas against the demonstrators and arrested dozens.
The demonstrations are taking place in a situation where the West African country is stuck in a political deadlock. The Speaker of Parliament is accused of corruption, but without the necessary two-thirds majority required to remove him, a difficult stalemate has arisen. The government has not even been able to get this year's budget through.
The demonstrators are also demanding that President Boakai resign from his post.