The president who was welcomed by a massive number of people arrived in the capital on Friday in a huge convoy.
According to Bloom Gist's Marie Ineza, the supporters were seen in party colours, dancing and celebrating --- But she says that in areas of the city that don't support a third term bid, youths had barricaded roads and police were said to be firing on them.
After returning from Tanzania, Mr Nkurunziza initially travelled to his northern hometown of Ngozi, before continuing to the presidential palace in Bujumbura.
In an address to the nation published on the president's website, but not yet broadcast, he has linked demonstrations against his bid for a third term to the attempted coup.
He said that he would retaliate against anyone who launched an attack on Burundi, and that people would "not be allowed to set fire" to the country.
He said that he would retaliate against anyone who launched an attack on Burundi, and that people would "not be allowed to set fire" to the country.
Mr Nkurunziza was in Tanzania when military leaders moved against his bid for a third term on Wednesday.
More: Three of the coup leaders have been arrested, though the main leader is still on the run, a presidential spokesman said.
More than 105,000 people have fled the country since unrest began in Burundi last month, the UN says.
Security Minister Gabriel Nizigama told the Press that two police commissioners and about a dozen other police officers had also been detained after a brief exchange of fire at a house where they were hiding.
Gen Godefroid Niyombare, who announced the coup attempt on national radio on Wednesday, had not been arrested, though he told AFP news agency that he was planning to surrender, adding: "I hope they won't kill us."