Yingluck Shinawatra and her cabinet ministers did not go to work at the temporary offices in the city outskirts to avoid creating tension, a security spokesman said.
Protesters have blocked access to buildings in the Government House area in Bangkok city centre where the prime minister's regular office is located.
Nearly 70 others were injured in the clashes on Tuesday as hundreds of riot police moved in to clear a protest site.
Ms Yingluck's elected government has been attempting to avoid violence to keep the powerful military from stepping in. Thailand has been wracked by political unrest since 2006, when Ms Yingluck's brother, former prime minister Thaksin Shinawatra, was ousted by a military coup after being accused of corruption and abuse of power.
Since then, his supporters and opponents have vied for power, sometimes violently.
The violence erupted earlier this week after police moved into several locations around the city to detain and remove protesters who have been camped out for weeks to press for Ms Yingluck's resignation.
They want the formation of an unelected people's council to implement reforms to end corruption and keep the Shinawatra family out of politics.
They have blocked access to government offices since late last year and occupied key road junctions around Bangkok for about a month. Until now, the police had refrained from dispersing them for fear of unleashing violence.
But on Monday, the government's special security command centre announced it would reclaim five protest sites around the city for public use, a move made possible under a state of emergency declared in January.
Thousands of police officers, including armed anti-riot squads, were deployed across the city in an operation the government called Peace for Bangkok.