People heading to a pro-government rally were attacked by students, and later shots were fired.
Saturday is the seventh day of protests aiming to unseat the government of PM Yingluck Shinawatra.
Protesters claim her government is controlled by her brother, exiled former leader Thaksin Shinawatra.
Thaksin Shinawatra was ousted in a coup following protests in 2006 and now lives in self-imposed exile overseas.
He is one of the most polarizing figures in Thai politics – he remains popular with many rural voters, while his opponents tend to be urban and middle class voters.
A group of students attacked vehicles bringing government supporters to the stadium – windows were smashed, and some minor injuries reported.
Later, shots were fired, but it is not clear yet by whom.
Police reinforcements were sent to the area and roads blocked, but skirmishes between the two sides continued for several hours.
Police have called for military backup to reinforce security in the city.
National police spokesman Piya Utayo said on Thai television that some 2,730 military personnel from the army, navy and air force will be deployed, AFP reports.
The government has been reluctant to risk deploying the military, which ousted Yingluck Shinawatra ‘s brother in a coup seven years ago, but may no longer have a choice, our correspondent reports.
Tension is now rising in Bangkok as the anti-government movement prepares for what it calls a “people’s revolt” – a mass occupation of government buildings.
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