In the largest march since the coup on Thursday, over 1,000 people held protest march in one of Bangkok's busiest shopping districts.
Tensions rose high after protesters shouting "Get out, get out, get out!" confronted the armed soldiers, who blocked their ways to the city's Skytrain and upscale malls.
Soldiers also barricaded the road to the US Embassy about 2 km away on reports that a rally was planned there.
Army chief General Prayuth Chan-ocha had warned people against joining anti-coup demonstrations, saying normal democratic principles cannot be applied at this time.
The army have deployed soldiers across Bangkok to douse smouldering protests and enforce martial law.
The general, who had led the coup, also defended the detentions of over 100 top leaders of the ousted government along with former premier Yingluck Shinawatra and some protest leaders.
The army on Saturday scrapped the 150-member upper house Senate -- the last democratic institution in the country.
The National Council for Peace and Order also abruptly moved senior state officials seen as serving the ousted government and the so-called "Thaksin regime" to inactive posts in the Prime Minister's Office.
They are national police chief Pol Gen Adul Saengsingkaew, defence permanent secretary Gen Nipat Thonglek and Department of Special Investigation director-general Tarit Pengdith.
The military also suspended the Constitution it drew up in 2007 after a previous coup, except for Section 2, which acknowledges that the King is the head of state.
It had also ordered all television and radio stations to suspend their usual programmes and replace with the army's statements. However, 24 digital TV stations were permitted to resume regular broadcasts, but 14 other local TV channels and international news stations remain off air, Bangkok Post reported.
The army, which staged the coup after nearly seven months of political deadlock, today sought to deflect international criticism, saying democracy had caused losses to Thailand.
"For international issues, another difference is that democracy in Thailand has resulted in losses, which is definitely different from other countries...," army spokesman Col Winthai Suvaree said.
"For Thailand, its circumstances are different from others," he said. "There is the use of weapons of war. Signs of violence against residents are everywhere. This is out of the ordinary."
Meanwhile, the US has cut off foreign aid and cancelled military exercises with Thailand since the coup, the 12th since the end of the absolute monarchy in 1932.