Panthep Puapongpan, a PAD spokesman, said a driver and bodyguard were also in Sondhi's car. All three were wounded, the driver seriously.
Panthep said the attack was carried out by two assailants who drove into the petrol station, shot out the tyres of Sondhi's car and then riddled the vehicle with bullets – more than 100 rounds, according to local media.
The PAD was not part of the latest protests in Thailand but bands of its yellow-shirted supporters reportedly clashed with the Red Shirts on Monday night at the height of the violence.
Sondhi founded the PAD in 2005 after falling out with Thaksin, who used to be a business associate.
The group is a loose alliance of royalists, military and urban elites who all oppose Thaksin, who draws his support from the rural poor.