"When the incident happened and perpetrators threw the explosive, Suthep was 30 metres away," said Akanat Promphan, a spokesman for the movement, adding Suthep was unharmed. (Agencies)
It was not immediately clear who was responsible but none of the wounds was believed to be life-threatening.
The political unrest flared in November and escalated on Monday when the demonstrators led by former opposition politician Suthep brought parts of the capital to a standstill and forced many ministries to close.
Foreign Minister Surapong Tovichakchaikul said on Friday it was "about time" to take back control of Bangkok from the protesters, who want Prime Minister Yingluck Shinawatra to step down and have rejected the election she has called for February 2.
Surapong was speaking at a news conference as a delegation of officials, escorted by police and the military, set out for a government office that issues passports to persuade protesters there to leave and allow work to resume.
"If successful, this can be an example for other ministries to follow," Surapong said.
Asked if the government was now moving to end a blockade of ministries and several key intersections of the city, he said, "Soon. It's about time. We have to start to do something."
Earlier, hundreds of people on motorbikes and in other vehicles drove up to the government administrative area where the passport office is located and a confrontation ensued with the protesters, National Security Council Secretary-General Paradorn Pattanatabut said.
"They said they were angry at the anti-government crowd who blocked traffic there and stopped them from getting access to government services, especially the passport office," he said.
PM claims huge support
The turmoil is the latest episode in an eight-year conflict that pits Bangkok's middle class and royalist establishment against the mostly poorer, rural supporters of Yingluck and her brother, former premier Thaksin Shinawatra.
Thaksin's rural and working-class support has ensured he or his allies have won every election since 2001 and Yingluck's Puea Thai Party seems certain to win an election she has called for February 2.
Speakers at protest sites across central Bangkok have suggested that Yingluck is worn out and eager to quit, but at the news conference on Friday the prime minister maintained that she still enjoyed overwhelming popular support.
The anti-government protesters want to suspend what they say is a fragile democracy destabilized by Thaksin, whom they accuse of nepotism and corruption.
Their goal is to eradicate the political influence of his family by altering electoral arrangements, though in ways they have not spelt out, along with other political reforms including setting up a "people's council" of Thai worthies.
At least 2,000 protesters in pickup trucks and vans headed towards a printing works just north of the centre of Bangkok, saying it was producing ballot papers for the election and claiming it would be printing far more than were needed.
The security forces have largely kept out of sight since the blockades began this week, with the government keen to avoid any confrontation.
The unrest is hurting the economy. Finance Minister Kittirat Na Ranong said this week it might only grow 3 percent this year rather than the forecast 4.5 percent because of disruption to manufacturing, exports, consumption and tourism.
"When the incident happened and perpetrators threw the explosive, Suthep was 30 metres away," said Akanat Promphan, a spokesman for the movement, adding Suthep was unharmed.