Issara Somchai, PDRC leader at the Lat Phrao rally site, confirmed the reports.
He said continued violence caused PDRC leaders to decide not to blockade the CMPO as earlier planned.
An M79 grenade was fired at anti-government protesters at the Lat Phrao rally stage in early hours of Wednesday, wounding a protester and damaging two vehicles.
Demonstrators briefly rally in front of the Centre for Maintaining Peace and Order on Wednesday after a major plan to lay seige to the office was cancelled. Video by Pattarapong Chatpattarasill.