Hundreds of people protesting against Thai Prime Minister Yingluck Shinawatra have stormed the army headquarters in Bangkok seeking the military chief's support to bring down the government.

The protesters scaled the compound walls of the headquarters of the Royal Thai Army located on Rajadamnoen Nok Road in the capital and have reportedly occupied the entire front yard of the building.

As anti-government demonstrations enter their sixth consecutive day, more protesters are thronging Shinawatra's party headquarters as well. The number of protesters is expected to swell over the weekend.

Security has been beefed up outside the buildings of the ruling Pheu Thai party in response to the demonstrations.

"We are deploying two companies of police [around 300 officers] at Pheu Thai party headquarters after they asked for protection," deputy national police chief Worapong Siewpreecha told AFP.

The protesters have also rejected Shinawatra's latest appeal to end the agitation, which has so far remained largely peaceful.

Meanwhile, the Thai foreign ministry is set to hold another meeting with foreign diplomats to brief them on the escalating protests.

The ministry said the diplomats will be told how the anti-government campaigners have allegedly violated democratic principles in calling for Shinawatra's removal.

"The opposition and the protesters, contrary to the calls by the international community, do not accept and respect the democratic system," said lawmaker Suthep Thaugsuban.

The ministry's announcement came after 32 countries including Japan and France issued travel alerts to their nationals.

The protests were set off by a controversial amnesty bill which might have allowed the prime minister's brother and former leader Thaksin Shinawatra to return from self-imposed exile.

Thaksin was overthrown in a military coup in 2006 and the current prime minister is accused of running the government as his proxy, leading to what are seen as the biggest protests in Thailand since 2010.