The shootings raised tension in a political crisis that has gripped the country for months.
It was not immediately clear who was responsible for the violence, which brought the death toll to 24, with scores wounded, since protesters took to the streets in November in an attempt to force Prime Minister Yingluck Shinawatra from office and erase the influence of her brother, ousted premier Thaksin Shinawatra.
Ms Yingluck has resisted mounting pressure to step down and her "red shirt" supporters have called for a mass rally in Bangkok on Sunday, raising the risk of further confrontation.
In a rare piece of good news for Ms Yingluck, who is battling negligence charges brought by the national anti-graft commission, unofficial results of Thailand's weekend Senate election suggest a pro-government majority.
She has been charged with dereliction of duty for her role in overseeing a disastrous state rice-buying scheme that has run up huge losses. Should the National Anti-Corruption Commission forward the case to the Senate for possible impeachment, she could be removed from office.
That would require the votes of three-fifths of the senators.
Thailand's 150-seat Senate is made up of 77 elected senators. The other 73 are appointed and are largely seen as opponents of the government.
Preliminary results released by the Election Commission show winning candidates in the north and northeast, Thaksin strongholds, are largely linked to the ruling Puea Thai Party and Thaksin's now-defunct Thai Rak Thai party.
Paiboon Nititawan, an appointed senator who has sided with anti-government demonstrators in the past, said: "The names we are seeing on the list of winners are mostly pro-government, with ties to the ruling party and coalition party.
"It is not possible the Senate will get the three-fifths of votes needed to remove the prime minister."