However, Lesotho Prime Minister Tom Thabane said on Saturday that the military had seized power and that he had fled to neighbouring South Africa in fear for his life.
"I have been removed from control not by the people but by the armed forces, and that is illegal," Thabane told the BBC.
Thabane on Friday had removed the commander of the Lesotho Defence Force, Lieut Gen Tlali Kamoli because he "was not cooperating" with the government, said Thabo Thakalekoala, a spokesman for the prime minister.
The directive named Brig Maaparankoe Mahao as Kamoli's replacement, but the latter was still in charge of the forces on Saturday, army spokesman Major Ntlele Ntoi said on MoAfrika Radio.
Army vehicles began surrounding police stations, including the central one in the capital, Maseru, from Saturday morning, according to a Bloomberg reporter on the scene. Four police officers were injured in the military action, said Ntoi.
Thabane said he would stay in South Africa until he's assured his life is no longer in danger.
Lesotho has been run by a three-party coalition government since elections two years ago. In June, Thabane suspended parliament through February, with approval from King Letsie III.
Coalition partners had accused Thabane of not consulting them on the decision. Deputy Prime Minister Mothetjoa Metsing had vowed to form a new coalition that would oust Thabane, who has been prime minister since June 2012.
Elections are due in 2017, but analysts have expressed concern that the coalition will not hold until then.
South African President Jacob Zuma travelled to Lesotho last month to ease the friction, after his government reported "unusual" troop movements there.
The former British protectorate, which won its independence in 1966, returned to civilian rule in 1993 after South Africa’s apartheid government backed an army takeover in 1986. In 1998, South Africa and Botswana military forces, operating under the aegis of the regional South African Development Community, intervened to quell an army mutiny and violent protests in the kingdom.
Lesotho, a landlocked mountainous area entirely surrounded by South Africa with a population of 2.2 million, is one of the world’s poorest countries, according to the World Bank.
The country imports 90% of its goods from South Africa, mostly inputs for its agricultural industry, and sells water to South Africa from the Lesotho Highlands Water Project. It is one of the world's biggest producers of mohair, goat hair used in luxury goods such as designer suits.