Prime Minister Prayut Chan-O-Cha said Thailand needs to bring "illegal protests" under control on Monday as he opened a special parliamentary session to address months of pro-democracy rallies.

Hundreds of Thai anti-government protesters demonstrated in Bangkok on Sunday, again defying a ban on protests against Prime Minister Prayuth Chan-ocha and the powerful monarchy.

Thousands of Thai protesters set up camp outside Prime Minister Prayuth Chan-ocha's office late on Wednesday, in an escalation of three months of demonstrations aimed at forcing the former junta leader to step down.

Hundreds of Thai protesters scuffled with police and threw blue paint at them on Tuesday and, after 21 of them were arrested, chanted "release our friends!" as the royal motorcade of King Maha Vajiralongkorn swept past.

Tens of thousands of people joined Thailand's biggest protest in years on Saturday, cheering calls to curb the powers of King Maha Vajiralongkorn's monarchy and for the removal of former coup leader Prayuth Chan-ocha as prime minister.

Protesters were set to rally in Bangkok Sunday against the government as tensions rose in the kingdom after the arrest of three activists leading the pro-democracy movement.

Rival protest groups rallied in and around the Thai capital on Monday, raising the political temperature amid almost daily anti-government student protests nationwide and stirring fears of a return to street violence.

More than 1,000 anti-government demonstrators rallied in Bangkok's commercial district on Saturday after two protest leaders were arrested and held overnight.