The United Nations says it has received reports that Syrian forces in Palmyra prevented civilians from leaving, ahead of its fall to Islamic State militants.
The UN, though not present in Palmyra, cited "credible sources".
It said it was "deeply concerned" about the plight of civilians remaining in Palmyra, amid reports of summary executions.
IS has also overrun the World Heritage site adjacent to the modern city, raising concerns about its future.
The militants have previously demolished ancient sites that pre-date Islam.
UN cultural organisation Unesco says its destruction would be "an enormous loss to humanity", but no damage has been reported there yet.
IS has also taken control of a military airbase and a notorious prison near to Palmyra.
Meanwhile, IS has seized the last border crossing between Syria and Iraq after Syrian government forces withdrew, according to the Syrian Observatory for Human Rights.
The loss of the al-Tanf crossing in Homs province means the Syrian government does not control any of the country's border posts with Iraq.
The fall of Palmyra comes just days after IS captured the major Iraqi city of Ramadi.
The US has acknowledged the militants' gains are a "setback" for coalition forces targeting IS, but President Barack Obama insisted the US was not losing the war with the group.
White House spokesman Josh Earnest said the problem of IS was "not going to be solved overnight".
"Until we're able to build up local forces on the ground in Syria who can take the fight to Isil [IS] in their own country," he said, "this is going to continue to be a difficult challenge."
Analysis: Jim Muir, BBC News, Beirut
Many questions will now be asked in Damascus and Baghdad - and above all in Washington - about how the militants have managed to score major advances in both Iraq and Syria this week despite all the efforts to stop them.
IS was supposed to be on the defensive in Iraq, where the prime minister announced weeks ago the launching of a campaign to drive the militants out of Anbar province. Now he's lost its capital, Ramadi, just days before they took Palmyra in Syria.
The Western coalition's bombing campaign has clearly hurt IS where it could. But it could never compensate for ground forces which are not competent, equipped or motivated enough to stand firm and hit back.
Only the Kurds in the north of both countries, most recently in north-eastern Syria, have proven able to do that.
'Power plants destroyed'
Ravina Shamdasani, a spokeswoman for the UN in Geneva, told the BBC that the organisation believed the population of Tadmur, the modern settlement next to Palmyra, was about 200,000 - of whom about a third had fled.
Many civilians were only able to flee on Wednesday and Thursday, once Syrian government forces themselves had fled and IS took over the city, she said.
Electricity has been cut off since Wednesday after retreating government forces apparently destroyed power plants, she added.
Syrian state media said pro-government forces had pulled out after "assuring the evacuation" of "most" of the inhabitants of Tadmur.
An activist who has family members in Palmyra told the BBC that his relatives wanted to flee but there was no way out.
IS fighters were searching the city for Syrian army soldiers, he said, and residents were being warned via mosque loudspeakers not to hide them.
He also said the inhabitants were angry that Western media were focusing on the ancient ruins, and not the population.
"People think the West cares more about the civilisation than about the people who created or initiated this civilisation," he said.
The UN also believes that IS has been carrying out door-to-door searches in the city, Ms Shamdasani said.
Unesco's director-general, Irina Bokova, appealed to all sides to preserve the ruins.
"We have to protect such incredible vestiges of human history," she said.
Ms Bokova told the BBC that protecting sites like Palmyra had become a security imperative, as well as a cultural concern, because, she said, the militias were using trafficked artefacts to get funds.
"This is part of the financing of extremism and it is absolutely imperative that we stop these channels of illicit trafficking."
Elsewhere in Syria, 40 rebels from Islamist factions were killed in Aleppo when a rebel headquarters was bombed by an explosive barrel, the Syrian Observatory for Human Rights said. The dead include three commanders, the group claimed.