Small and increasingly creative protests have been held since the military seized power from the civilian government on May 22.
The majority have taken place in the Thai capital where demonstrators have adopted a three-finger salute from the "Hunger Games" films as an unofficial symbol of resistance against the military regime.
More than 6,500 police and soldiers were deployed at several sites across the city.
In the biggest action of the day, around 20 protesters briefly gathered outside a downtown shopping centre -- in full view of dozens of police.
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They then walked through the mall before getting on the overground train, followed by several plain-clothed police officers, according to an AFP reporter.
"There was only one protest group at Siam (shopping mall). We photographed five people taking part, we followed them and arrested them later," said deputy national police chief Somyot Poompanmoung, adding they were handed over to the military.
He said two other people photographed at previous rallies were spotted by police outside the mall and arrested.
Political assemblies of more than five people were banned under martial law declared by Army Chief Prayut two days before he seized power in a coup three weeks ago.
His troops have so far taken a relatively light touch to policing the near daily rallies, making more than a two dozen arrests but not using force.
On Friday the junta said it had captured a prominent anti-coup figure Sombat Boonngamanong who had spearheaded an online campaign to stage illegal flashmob rallies against the military takeover.