A series of grenade attacks on the PAD camp at Government House last week killed two protesters.
"We can only assume that these attacks are the work of government supporters ... trying to scare the anti-government supporters to abandon their protests," Selina Downes, Al Jazeera's correspondent in Bangkok, reported.
The latest blast comes amid a standoff between police and thousands of demonstrators who have occupied Bangkok's main airports, crippling the country's tourism industry.
Thailand's political crisis has deepened since the PAD began a "final battle" on Monday to unseat Somchai Wongsawat, the Thai prime minister, who they accuse of being a pawn of former leader Thaksin Shinawatra, his brother-in-law.
Heat on prime minister
Pressure is building on the army to oust Somchai, as they did in 2006, after he rejected military calls to quit this week.
In a televised address on Thursday night, he said the PAD members barricaded at the airports were doing massive damage to the economy, but he would avoid violence to end the protests.
"Don't worry. Officials will use gentle measures to deal with them," Somchai said, inviting rights groups and journalists to monitor the imposition of emergency rule at the two airports.
He took a tougher line with his police chief, demoting General Patcharawat Wongsuwan to an inactive post on Friday.
While no official reason was given, local newspapers said Patcharawat had been sacked for refusing to send riot police in to end the protest.
Commanders on the ground said that they would not yet try to evict by force the thousands of protesters at Suvarnabhumi and Don Muang airports.
PAD supporters, for their part, deflated the tyres of ambulances and police vehicles at a police checkpoint.
Several vehicles were left stranded in the middle of the road.
The PAD say they are ready for a prolonged siege, with their "security guards" armed with clubs, sticks and golf clubs, and dug in behind a series of barricades of fire trucks, razor wire, car tyres and luggage trolleys.
Chamlong Srimuang, PAD co-leader and a retired general, told supporters on Saturday not to go to Suvarnabhumi as there were enough people there and instead go to Government House, where the protests started months ago.
The airport sit-ins have forced hundreds of flights to be cancelled, stranded thousands of foreign tourists and grounded millions of dollars of air cargo.