Abhisit had been meeting his cabinet in a hotel in the coastal town to avoid the protesters' blockade of government house in the capital.
Suthep Thaugsuban, the deputy prime minister, said he had ordered police to arrest the assailants.
"This is not a peaceful protest. They have violated the law, the government already warned them that they will be prosecuted," he said.
After returning to Bangkok, Abhisit said he "did not panic [and] can still work normally".
The supporters of Thaksin Shinawatra, who was ousted as prime minister in 2006, have called for tens of thousands of people to rally in Bangkok on Wednesday.
The so-called Red Shirts are demanding Abhisit's resignation followed by the dissolution of parliament and fresh elections.
Abhisit said on Monday warned that the authorities would not tolerate violence or "allow a civil war or a people's revolution''.
The goverment has also insisted that the protests will not disrupt an upcoming summit in Pattaya which will be attended by leaders of the Association of Southeast Asian Nations (Asean) and regional partners, including China and Japan.
"The 'Red Shirts' protest will not affect foreign leaders attending the summit," Vitawas Srivihok, the senior Asean department official at Thailand's foreign ministry, said.
The meeting was postponed from December due to the unrest.