Investigations are underway to find the culprits behind the alleged abduction of a member of the Free Guards group, police said on Monday.
Police spokesman Pol Maj Gen Yingyos Thepchamnong said Mongkhol "Yel" Santimethakul filed a complaint with Samut Prakan provincial police claiming he was abducted by a group of men claiming to be officers of the Internal Security Operations Command (Isoc).
After leaving the rally site, Mr Mongkhol, 23, said he discovered he had lost his keys. A man and his friends immediately offered to help him retrace his steps to find them, but instead bundled him into a waiting van once they were out of sight of the anyone else at or leaving the event.
Mr Mongkhol claims to have been held captive over night before being driven back to the same spot the next day.
Pol Maj Gen Yingyos said officers were checking CCTV footage and searching for witnesses.
At the same event, another Free Guards member, Thosathep Duangnate, was caught spray painting over an image of His Majesty the King, the spokesman said. Mr Thotsathep faces a charge of damaging government property. He was later released without bail.
Meanwhile, Deputy Prime Minister Prawit Wongsuwon refused to answer questions about the allegations that the Free Guards member was abducted by Isoc officers after the Jan 16 rally.
He also dismissed the rumours that it was government officers who were responsible for an explosion at Samyan Mitrtown in which two suspects riding on a motorcycle on the Thai-Japanese Bridge threw a ping-pong bomb down on a group of anti-government demonstrators outside Chamchuri Square.