The United Nations has called on the military government to halt its crackdown on the protesters, and a U.N. special envoy was expected in the region on Sunday to help coordinate a response among key Asian governments.
Among those detained Saturday was Htay Kywe, who led some of the first marches several weeks ago before going into hiding to escape a government manhunt, Amnesty said. Others arrested were Aung Htoo and Thin Thin Aye, also known as Mie Mie.
The three were believed to be the last remaining activists at large from the 88 Generation Students' Group - the country's boldest dissident group - which was at the forefront of a 1988 democracy uprising and one of the main forces behind the protests that started in August.
A fourth activist, Ko Ko, was also arrested, the London-based rights group said. All four were believed to have been rounded up in Yangon, the country's main city.
Troops crushed the more recent pro-democracy demonstrations by shooting into crowds of protesters in Yangon on Sept. 26-27. The regime says 10 people were killed in the clashes and 2,100 were detained, but diplomats and dissidents say that the toll is much higher, and that as many as 6,000 people were taken into custody.
Amnesty said it did not have details of Saturday's arrests, which could not be independently confirmed.
"Amnesty International believes that these high-profile opposition figures are at grave risk of torture and mistreatment," said Daniel Alberman, an Amnesty spokesman. "The eyes of the world are on Myanmar, and the authorities will be judged by how all those who have been detained in recent weeks are treated."
Allegations have emerged of beatings of detained protesters and deaths under harsh interrogation.
The United Nations has spearheaded an international effort to push the military, which has ruled Myanmar since 1962, to negotiate with detained National League for Democracy party leader Aung San Suu Kyi and move toward democracy.
The Security Council issued its first statement on Myanmar on Thursday, condemning the violence against protesters and emphasizing "the importance of the early release of all political prisoners and remaining detainees." It also called for a "genuine dialogue" between the country's military rulers and the pro-democracy opposition.
U.N. envoy Ibrahim Gambari was to arrive in Thailand on Sunday. He was then expected to travel to Malaysia, Indonesia, India, China and Japan.
"I have instructed him to first visit the region to discuss with the leaders to create the necessary political atmosphere so that he'll be able to visit Myanmar sooner than mid-November," U.N. Secretary-General Ban Ki-moon told reporters in Washington on Friday.
Myanmar has repeatedly rebuffed the world's criticism, declaring Friday it would stick to its own plan to draft a new constitution and eventually hold elections - a plan critics say has no clear timetable and is a ruse to allow the military to hold onto power.
On Saturday, the junta organized a mass rally in Yangon to denounce Western powers and the foreign media, whom the military regime accuses of fomenting the recent protests.
"Down with BBC! Down with VOA! Down with Radio Free Asia!" the crowds chanted at the rally.
Officials said 120,000 people attended the event, some of whom were paid to be there.
Local officials said on condition of anonymity they had been ordered by the government to round up people from around the city to attend, offering some payments of about $0.80 per person.
Military trucks sealed off access to the area around northeastern Yangon, where people bused in from other parts of the city gathered at a sports ground for the rally.
The regime has organized similar rallies elsewhere in the country, but this was the first held in Yangon since the pro-democracy protests.
The current junta came to power after crushing the 1988 uprising and killing as many as 3,000 people. Simmering discontent with the regime erupted into mass protests in August after the government hiked fuel prices in Myanmar, one of Asia's poorest countries.