Thailand's army spokesman said that more than 1,000 anti-government protesters entered the compound.
More protesters gathered outside ruling Pheu Thai party headquarters as part of efforts to force the government to step down. Hundreds more marched in downtown Bangkok causing massive traffic jams.
Yesterday, Yingluck asked demonstrators to end the street protests, after surviving a no-confidence vote in Parliament.
The no-confidence motion was filed by the opposition which alleges widespread corruption in government and accuses Yingluck of acting as a puppet for her brother, the ousted former premier Thaksin Shinawatra.
In a televised address, Yingluck said that the protesters should negotiate with the government.
"The government doesn't want to enter into any political games because we believe it will cause the economy to deteriorate," she said.
But protest leader Suthep Thaugsuban has rejected her appeal. Security was tightened around the ruling party's headquarters.
Demonstrators have been surrounding and briefly occupying official buildings this week in an attempt to disrupt the government.
An estimated 100,000 opposition supporters protested in Bangkok on Sunday, although the numbers appear to have dropped significantly during the week. Some reports expect turnout to rise again over the weekend.
The country is facing its largest protests since 2010, when thousands of "red-shirt" Thaksin supporters occupied key parts of the capital. More than 90 people, mostly civilian protesters, died over the course of the two-month sit-in.


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