US investigators have joined a Honduran probe into the killing of a prominent indigenous environmental activist who was leading a campaign against a hydroelectric dam at the time of her murder.

Berta Caceres, who headed the Civic Council of Indigenous and People's Organizations (COPINH), was brutally assaulted and shot dead Thursday in her home in the western town of La Esperanza.

Her death sent shockwaves across Central America and was highlighted in demonstrations in the region on Tuesday marking International Women's Day.

"The government has to investigate the murder," with a focus on the company involved in the dam project, activist Suraya Martinez told AFP during a march of hundreds of women in Tegucigalpa.

In the Nicaraguan capital Managua, where 400 people demonstrated, organizer Sandra Ramos said: "We are demanding justice from the Honduran government, so that this does not go unpunished."

- Crime scene 'altered' -

Honduran Attorney General Oscar Chinchilla said a team of US investigators arrived Sunday in La Esperanza to help Honduran authorities with their probe.

US Ambassador James Nealon said Washington was committed "to assist in bringing those responsible for her murder to justice."

Caceres's brother says the attack was carried out by two hooded gunmen who broke into her home while she was sleeping.

She got up to investigate a noise and confronted the men, who broke her arm and leg before shooting her at least eight times at point-blank range, he said.

A Mexican activist, Gustavo Castro, was reported to have been wounded in the attack. He was detained over the weekend as a witness and prevented from leaving Honduras.

In a letter that he wrote while in custody, Castro charged that "the crime scene was altered and modified," but provided no details.

"The government continues preparing arguments to present Berta's assassination as due to internal conflicts when there are lawsuits pending against those who wanted to kill her implicating a hydroelectric company protected by the state," the letter said.

- Amnesty criticism -

Amnesty International criticized the Honduran government's "absolute lack of willingness to protect human rights defenders in the country."

In a statement, it accused Honduran authorities of failing to investigate "that Berta had been receiving serious death threats related to her human rights work for a very long time."

Caceres, a member of the indigenous Lenca people, was leading a campaign against a hydroelectric dam that would flood large areas of native land and cut off water supplies to hundreds.

She was awarded the 2015 Goldman Prize, considered the world's top award for grassroots environmental activism.