Yingluck, who was booted out of office by a controversial court ruling just before the army takeover, has been banned from leaving Thailand without the junta's permission along with hundreds of other politicians, activists, academics and journalists who were briefly detained after the coup.
The ex-premier has since been allowed to travel overseas on two occasions on the condition she adopts a low-profile, but after the publication of the interview Monday, Prayut threatened to revoke that freedom.
"We have clear rules. If something triggers chaos or unrest we have measures... If she wants to go overseas then she will not be able to go," he said.
In an interview published yesterday the Bangkok Post quoted Yingluck describing her removal from office was as though "suddenly, someone points a gun at my head and tells me to get out of the car while I'm at the wheel driving the people forward".
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In July the junta allowed Yingluck to travel to Europe and the United States and last month she visited Japan and China, meeting her older brother and fugitive former Thai premier Thaksin Shinawatra during both trips.
May's coup was the latest chapter in Thailand's long-drawn political conflict, which broadly pits a Bangkok-based middle class and royalist elite, backed by parts of the military and judiciary, against rural and working-class voters loyal to Thaksin.
A Shinawatra-led or aligned government has been brought to power in every poll since 2001.
Recent photographs of the siblings cuddling pandas during their trip to China's Sichuan province went viral, prompting Prayut to threaten tighter controls over the media unless they stopped "presenting news" about Thaksin.