The pre-cadet school alumni, about 30 of them, are led by Gen Pornchai Kranlert, Air Chief Marshal Sumeth Phomanee and Gen Somchai Somprasong.
In the statement, they said the shutdown would cause trouble for Bangkok people and hurt trade and the economy.
They voiced support for the Feb 2 election and asked soldiers to safeguard the country's security and democratic rule, as well as the monarchy.
All those holding different opinions should resort to talks to find a way out for the country, the statement said.
Gen Pornchai praised the military for its stand on the ongoing conflict. He believed there would not be a coup, because everyone was aware that the 2006 coup had ruined the country.
All of the students of Classes 7-13 are now retired soldiers.