Two anti-government protesters have been killed and 21 wounded after unidentified assailants attacked anti-government protesters in Bangkok, raising fears of wider political violence in Thailand.

Police said two M79 grenades were launched into a protest site at the city's Democracy Monument early on Thursday and were followed by shooting.

"The first victim was a protester who was sleeping at Democracy Monument, while the second victim was a protest guard who died from gunshots," Police Major Wallop Prathummuang told the AFP news agency.

In a statement on its website, the city's Erawan Emergency Centre said two people were killed and 21 wounded, without giving further details.

The deaths take the toll from six months of protests aimed at toppling the government to 27, with hundreds of others wounded in gun and grenade attacks linked to rallies.

In another development protesters broke into the grounds of air force premises where Niwatthamrong Boonsongphaisan, the interim prime minister, was meeting the Election Commission on Thursday, forcing him to flee, the Reuters news agency reported.

Yingluck Shinawatra was removed as prime minister by a Thai court last week, but was quickly replaced by the ruling Puea Thai party, who are refusing to bow to pressure, saying they are the democratically elected government.