Riot police are guarding the area where the deadly grenade attack occurred
Two policeman have been killed and several people wounded in the Thai capital, Bangkok, officials said.
One policeman was killed in a drive-by shooting in the Silom financial district. The other died of wounds he sustained in a grenade attack nearby.
It is not clear who was responsible for the attacks, which occurred near where anti-government protesters are camped.
The latest violence comes amid concerted efforts to try to bring the two-month-old stand-off to an end.
Prime Minister Abhisit Vejjajiva has put forward a five-step "road map" to reconciliation, including an offer to dissolve parliament in September and hold early elections on 14 November.
The protesters, known as the red-shirts, want the government to commit to a firm date to dissolve parliament. The government insists its election offer is non-negotiable.
Red-shirt leaders condemned the violence.
"We were not involved in what happened last night," said Weng Tojirakarn.
14 Mar: Red-shirts converge on Bangkok, hold first big rally, occupy government district
16 Mar: Protesters splash their own blood at Government House
30 Mar: A round of talks with the government ends in deadlock
3 Apr: Red-shirts occupy Bangkok shopping district
10 Apr: Troops try to clear protesters; 25 people are killed and hundreds injured
22 Apr: Grenade blasts kill one and injure 85 near protest hub; each side blames the other
3 May: PM Abhisit offers reconciliation plan and polls on 14 November
"We are very sorry and we want to condemn the ones who were behind the attacks."
Correspondents say many protest leaders fear the bloodshed will lead to a government crackdown.
Following a security meeting chaired by Mr Abhisit, a government spokesman said police would step up security around the protesters' fortified encampment.
Panitan Wattanayagorn said the attacks were designed to derail Mr Abhisit's reconciliation roadmap.
"Some groups do not want to see [the plan] succeed so the government calls on the red-shirts to quickly make a decision, otherwise there will be more casualties," he said.
"The best solution is to end the protests as soon as possible so that national reconciliation can move forward."
The police officers killed on Saturday were part of a contingent of riot police and troops stationed in Bangkok's financial district, close to the protesters' base.
Deputy Prime Minister Suthep Thaugsuban called on people to "avoid violence and help solve the problem".
"We have to seek co-operation from everybody to return Thailand to peace," he said.
But the red-shirts insisted they would not stand down.
"The red-shirts will stop our demonstrations when our people have a clear answer to what we demand and when our people are safe," protest leader Jatuporn Prompan told a news conference.
But the BBC's Rachel Harvey in Bangkok says there are signs of splits among the protesters, with some red-shirt leaders apparently keen to bring the siege to an end to avoid further bloodshed, while hardliners are determined to press for further concessions.
Mr Abhisit is also under increasing pressure from rival protest groups who are also bitterly opposed to his plans, our correspondent says.
Unless the moderates within the government and the red-shirt movement can reach a deal soon, this protracted political crisis could escalate, she adds.