The Sudanese military says seven people have been arrested in connection with the shooting dead of students in the city of El-Obeid on Monday.
State media quote the military as saying the men who opened fire were part of the controversial militia known as the Rapid Support Forces (RSF) and were providing security for a bank.
It added that they would be put on trial.
They were also reportedly arrested by the RSF.
Four students were shot dead, two other people died and dozens were injured when live ammunition was fired at the protesters.
The killings prompted outrage and further demonstrations in Sudan.
In response, the military ordered the closure of all schools across the country.