The prime minister's absence from work was announced by the Office of the Permanent Secretary for Defence, the report said.
People's Democratic Reform Committee (PDRC) demonstrators began arriving outside the building on Chaeng Watthana road about 9.30am.
A protest convoy of farm vehicles was expected to join them this afternoon.
PDRC protesters were reported to have started moving from various rally sites to Muang Thong Thani.
PDRC leader Suthep Thaugsuban last night announced that demonstrators would today be mobilised from all rally sites to apply pressure on the prime minister at Muang Thong Thani.
Mr Suthep reportedly arrived there at 10.50am.