Tensions appeared to be increasing around the Oregon compound occupied by armed militiamen after one of their leaders was shot dead, reporters visiting the group warned.

WASHINGTON (Sputnik) — KTVZ reporter Lauren Martinez posted a video on Twitter on Wednesday showing her leaving the compound area 30 miles south of the town of Burns in the state of Oregon.

She added the comment "FBI warns media no protection."

​Oregon Public Broadcasting reporter John Sepulvado sent a separate tweet on entering the compound which said, "OPB was told by FBI that we were on our own — essentially stuff is going down and we need to move."

.@OPB was told by FBI that we were on our own — essentially stuff is going down and we need to move. — John Sepulvado (@JohnLGC) January 27, 2016

​The growing tensions followed the killing of militiamen Robert "LaVoy" Finicum, 55, at a police traffic stop on Tuesday in an incident when the group’s leader Ammon Bundy, 40, and three others were arrested.

Finicum’s daughter posted a message on Facebook with a YouTube account of a person travelling with her father prior to being killed. She claimed police murdered Finicum execution-style when holding his hands up in the air, and was subsequently shot three times when he lied one the ground.

The group has held the US federal bird life refuge since January 2 in what they say is a protest for ranchers against incursions on their land rights by the federal government.