She said she had also asked all Venezuelan diplomats to leave for similar reasons.
Bolivia's Ombudsman's Office called on the interim government to investigate if the security forces had acted within the constitution and global protocols on human rights.
Morales resigned under pressure earlier this week and fled Bolivia after protests and violence following an October 20 election that was tarnished by widespread allegations of fraud.
Earlier in the day, Ms Anez said Mr Morales would face possible legal charges for election fraud if he returns home from Mexico City.
Presidency Minister Jerjes Justiniano told reporters in La Paz that five people had been killed and an estimated 22 were injured.
On Friday, the foreign ministry said it was terminating its medical mission as officials were fostering violence against the doctors by claiming they were instigating rebellion. Venezuela's foreign ministry did not immediately respond to requests for comment.More news: Bushfires conditions worsen in east and west Australia
Cuba has backed Morales' assertion that he was toppled in a foreign-backed coup.
Other right-wing administrations in the region, including Brazil and Ecuador, have acted similarly against Cubans in recent months.
The Caribbean island nation has a respected health service and generates income by sending more than 50,000 health workers to over 60 countries. Several came in clashes between the president's backers and those accusing him of fraudulently trying to win re-election.
Moreover, the police added that the protesters were also armed.
Cochabamba ombudsman Nelson Cox said hospital records in the coca farming region showed the "vast majority" of Friday's deaths and injuries were caused by bullet wounds. Dozens more have been injured.
The head of the powerful union Bolivian Workers' Center (COB), Juan Carlos Huarachi, said that the group was open to dialogue to help stop the "bloodshed".More news: Charges dropped against Leafs star Auston Matthews
He accused protesters of using "military weapons".
Anez has blamed Morales for stoking violence from overseas, and has said her government wishes to hold elections and meet with the opposition to mend fences.
An Organisation of American States audit of the vote found widespread irregularities.
In the first sign of a potential breakthrough, lawmakers from Mr Morales' party said they reached an agreement with the interim government late on Thursday to work toward a new presidential election.
The rising body count prompted Morales to strike a more conciliatory tone with the government of Anez in recent days.
"For the sake of democracy, if they don't want me to take part, I have no problem not taking part in new elections".More news: Tech Giant Apple Issues Firmware Update for AirPods Pro