Shots were fired early Saturday morning at people around a site where the massive protest rally is scheduled to be held, the Bangkok Post reported.
Police said they are searching for the unidentified attackers who fired guns into crowds gathered around Khok Wua intersection near the People's Democratic Reform Committee rally site about 2.30 a.m..
Among the injured were a taxi driver and a cameraman for Thai PBS TV, Deputy Chief Maj. Gen. Adul Narongsak of the Metropolitan Police Bureau said.
Army units moved into the offices of PBS TV as well as several other television stations and state agencies including Government House, Government Complex, Finance Ministry, Foreign Ministry, Interior Ministry and the offices of the Royal Thai Police and the Metropolitan Police.
The Center for the Administration of Peace and Order asked the military to support police security at 37 spots around central Bangkok and suburban areas.
Deployment of the army has raised fears of a coup attempt aimed at the caretaker government of Prime Minister Yingluck Shinawatra ahead of national elections Feb. 2, the Post reported.
The Election Commission has advised her to ask King Bhumibol to stop the election over concerns of rising violence in advance of the election.
Shinawatra dissolved parliament and proposed creation of a national reform council to end months of political gridlock. Opposition parties want reforms to take place before the elections.
Army chief Prayuth Chan-ocha denied a coup is in the making and asked media to stop talking of a military takeover, the Post reported.
He said posing the question of a coup every time reporters saw him could worsen an already tense situation.
"[A coup] isn't a topic we should be talking about every day," he said. "I don't know what that solution is, but we soldiers will do our best to ensure safety for the people."
Chan-ocha said he was concerned about possible violent confrontations between rival political groups during the rally which is expected to bring widespread disruption to the city.
Yingluck won national elections in 2011 that gave her Pheu Thai party a majority in the Lower House, with 265 seats to the Democrat Party's 159.
But her critics accuse her of being a surrogate leader for her disgraced brother Thaksin who was ousted in a bloodless military coup in 2006. He was sentenced for financial corruption in 2008 and soon after fled the country.
The crisis which prompted her to call an election arose in November when her government tried but failed to get an amnesty bill passed by the Parliament.
The bill would have allowed reconciliation for alleged political offenses during and after Thailand's 2006 coup, as well as during clashes with security forces in Bangkok in 2010 that left more than 90 anti-government protesters dead.
The amnesty likely would have included Thaksin's sentence for corruption, the Post reported at the time.
The People's Democratic Reform Committee and other protesters, mostly urban middle class Thais, accuse the Shinawatra family, whose power base lies with the rural poor, of corruption and nepotism.
People's Democratic Reform Committee Secretary-General Suthep Thaugsuban, 64, said he is confident the protests will result in major political reforms, The Sunday Nation newspaper reported.
"I am pretty sure today that we won't lose the fight," he said. "I just don't know how we will win."
Suthep said he wants a "a people's revolution, a peaceful one," but not blood in the streets.
"If it becomes a civil war, I will give up. People's life is precious for me. If someone instigates a civil war, I will tell the people to go home," he said.
U.N. Secretary-General Ban Ki-moon said last week he wants Shinawatra and all opposition groups to meet to head off possible violent confrontations.