The move sparked isolated clashes between the two countries' border guards.
The Thai protesters blame current and past governments for failing to protect Thai land and national sovereignty, reviving an issue that has increased nationalist sentiment on both sides of the border.
Cambodian soldiers have been ordered not to allow any spill over of the rally across the border, said Chhum Socheat, the defence ministry spokesman told the Associated Press.
"We have ordered our forces not to allow any Thai protesters to enter even one centimetre onto our side. Once they enter Cambodian territory, our forces will quickly crack down," he said.
Riot police mobilised
About 50 Cambodian riot police were sent to the border on Wednesday, along with a special canine unit used for crowd control, to assist soldiers, according to General Kieth Chantharith, a national police spokesman.
At least 200 Thai police will be deployed on the Thai side and checkpoints have been set up to prevent protesters from reaching disputed territory, Viboonsak Neepan, the Thai commander in the area, told reporters.
Tensions over temple ownership rose last year when Unesco, the UN cultural agency, approved Cambodia's bid to have Preah Vihear named a World Heritage Site.
Thailand initially supported the bid but then reneged after the move sparked outrage and protests.
Both sides rushed troops to the border, which resulted in several small gunbattles.
The World Court awarded the temple to Cambodia in 1962, but sovereignty over the surrounding land has never been clearly resolved.
Cambodia and Thailand share an 800km land border, part of which has never been clearly demarcated because each country relies on different maps.