Demonstrators stopped officials from going to work at several key ministries in an attempt to intensify pressure on Prime Minister Yingluck Shinawatra.
The protesters, led by a former opposition MP, want Yingluck to resign to make way for an unelected "people's council" that would oversee reforms to curb the political dominance of her billionaire family.
Their two-month rallies have pushed the government to call snap February 2 polls, but the protesters have rejected the vote in the latest twist of a political crisis that has gripped Thailand since Yingluck's brother Thaksin was ousted in a military coup seven years ago.
"This is not democracy. It is autocracy... It is a one-man rule," said rally leader Satish Sehgal, railing at former premier Thaksin's alleged stranglehold on the nation's politics.
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"There's massive, rampant corruption in this country. Nepotism. Our objective is to try and get rid of all this."
Demonstrators also surrounded the ministries of commerce, labour and information and communications technology.
It is a tactic they have deployed several times during the months-long protests, which have so far failed in their goal of forcing Yingluck from office.
But the number of demonstrators on the streets appeared to have declined as some returned to work.
The well-organised protest movement has vowed to occupy parts of the city of 12 million people until Yingluck quits, threatening to disrupt the February election which it fears will only return the Shinawatra clan to power.
A hardcore faction of the movement has threatened to besiege the stock exchange and even air traffic control if Yingluck does not step down within days.
He said the shutdown was expected to last about one week, urging protest leaders to join talks to find a way out of the crisis.