The mood in the capital Bangkok appeared considerably calmer after the move, which followed clashes over the weekend and on Monday.
But as tensions fell, protest leader Suthep Thaugsuban vowed to fight on and remove the government.
PM Yingluck Shinawatra has rejected protesters’ demands that she step down.
Yingluck Shinawatra said she was open to negotiations but that calls for the government to be replaced by an appointed council were illegal and unconstitutional.
The protests, which began on November 24, had been largely peaceful until Saturday, when they became violent.
Over the weekend and on Monday demonstrators tried to break apart police barricades and storm the prime minister’s office, Government House, with police using tear gas and water cannon to repel them.
Protest leader and former opposition politician Suthep Thaugsuban said on Monday that the protesters would “take over the Metropolitan Police Bureau and make it the people’s”.
On Tuesday morning – in a surprise and possibly shrewd move – the police took down barriers and razor wire outside their building and it was announced that the protesters were welcome inside.
Protesters were allowed through the barricades outside Government House.
Demonstrators gathered on the lawn of the headquarters, blowing whistles and waving flags. AFP news agency reported a “carnival” atmosphere at the site.
Protesters shook hands with police officers, hugged them, and offered them roses.
Deputy Prime Minister Pongthep Thepkanchana said the government was still functioning, but had asked the police to back off.
“We see the protesters just want to seize these places as a symbolic action, so we want to compromise,” he told Reuters.
The police move is seen as an attempt to prevent further clashes.
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