The head of the junta is due in Milan for the ASEM summit of European and Asian leaders to the fury of democracy activists, who have urged the European Union to increase its pressure on the regime.
Several hundred protesters are expected to take part in a number of demonstrations in the northern Italian city, one of which will be addressed by exiled Thai academic and activist Junya Yimprasert.
"The EU should not have given him a visa to travel here and they should not be engaging with him. They should be telling him to restore democracy in Thailand immediately."
Prayut, 60, retired from the army at the end of last month and has said he plans to implement reforms and rid Thailand of corruption before organising elections.
The EU has been sharply critical of the military's latest intervention in Thai politics. The bloc suspended official visits to and from Thailand after the May coup and put a proposed new cooperation agreement with the Southeast Asian state on ice.