About 200 people attending the demonstration at the Bang Phlad district office scattered in panic after the explosion.
Gp Capt Somphob Peetasen of the Air Force Ordnance Department was instructing Bangkok Metropolitan Administration staff, including street cleaners, on how to handle objects they suspected of being explosive devices.
Several devices were on display and a witness said one of the participants grabbed a tear gas canister, which went off after its bolt was released.
All of injured participants were sent to Vajira Hospital for treatment or minor injuries.
The instruction session was being staged as part of a safety campaign for the capital amid the current political tension.