Police said Mr Pramon's house in Bangkok's Yannawa district was attacked at about 3am.
About five spent shells were found inside the house which was partially damaged.
Mr Pramon, who is also the chairman of Toyota (Thailand), is one of the 13 individuals whom the government's Centre for Maintaining Peace and Order (CMPO) believes are funding the ongoing anti-government protests led by the People’s Democratic Reform Committee (PDRC), according to Post Today newspaper.
Mr Pramon denied any financial involvement with the PDRC, and said he is considering a lawsuit against the CMPO if it officially accused him of funding protests, since such information would damage his reputation and company.
Anti-Money Laundering Office chief Seehanat Prayoonrat said that the CMPO has already appointed a working group to probe exactly who is funding the PDRC rallies. The CMPO is poised to freeze the accounts of those implicated and those found guilty of violating the emergency decree will face up to two years in prison and/or a 40,000-baht fine, he said.