The coup came after two days of inconclusive talks between the main political factions.
Thailand has been in political turmoil for months. On Tuesday the army imposed martial law.
A curfew has now been declared, effective across the country from 22:00 to 05:00 local time.
Political party leaders were taken away from the talks venue after troops sealed off the area.
The army is to send troops and vehicles to escort protesters away from rally sites, a senior army official told the Reuters news agency.
The latest unrest began in the Thai capital late last year, when then-PM Yingluck Shinawatra dissolved the lower house of parliament.
Demonstrators have blockaded several areas of Bangkok for months.
Earlier this month, a court ordered Yingluck Shinawatra’s removal for alleged abuse of power.
Thailand has faced a power struggle since Yingluck Shinawatra’s brother, Thaksin Shinawatra, was ousted by the military as prime minister in 2006.
Thaksin and Yingluck Shinawatra have strong support in rural areas and among poorer voters.
They are hated by an urban and middle-class elite who accuse them of corruption and abuse of power.
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