Video by Panumas Sanguanwong
Unknown gunmen in a Toyota sedan fired eight 9mm rounds at the office at 2.30am, police reported. The shots reportedly damaged the front of the party's A Big Seat coffee house, which fronts the building.
The party lodged a complaint to Bang Sue police station and investigators were looking for its clues.
Tankhun Jitt-issara, a Democrat member, told Jor Sor 100 radio station that the shooting could be politically motivated aimed only at intimidating anti-government protesters instead of life-threatening attempts.
The incident came as the People's Democratic Reform Committee (PDRC) was in the process of "shutting down Bangkok", blocking streets in an effort to oust caretaker Prime Minister Yingluck Shinawatra and her cabinet.
The head of the PDRC is Suthep Thaugsuban, a high-ranking Democrat Party fund-raiser and former MP, who served as deputy prime minister when the party last formed the government, from 2008-2011.
But the Democrats, while sympathetic to the PDRC aims, have not joined the shutdown movement. The party is boycotting the planned Feb 2 elections.