Violence erupted as riot police tried to take back the protest site at Phan Fah Bridge hours after arresting 100 protesters in front of state-owned oil and gas company PTT Plc for violating a state of emergency declared in January.
Gunfire and explosions broke out after police began the operation called the "Peace for Bangkok Mission".
The Erawan Emergency Medical Centre reported that three civilians and a policeman were killed and 64 others injured in the clashes at the Phan Fah bridge.
The officers were injured by M79 grenades and bullets even though they were using peaceful measures to retake the site, he said.
Also Read
The Centre for Maintaining Peace and Order (CMPO) said it plans to retake Government House and Prime Minister's office, as the first target of its operation to reclaim five areas occupied by the People's Democratic Reform Committee (PDRC) protest movement.
The protesters backed by the main opposition Democrat Party have been rallying in Bangkok since November to try to oust Yingluck, whom they view as a proxy for her elder brother Thaksin Shinawatra, a former premier who was toppled in a military coup in 2006.
They want the government to hand over power to an unelected people's council to implement reforms they say are needed to end corruption.
Meanwhile, Thailand's anti-graft panel today said that it was pressing charges against Yingluck for neglect of duty in connection with a controversial rice subsidy scheme.