Three M79-type grenades were fired at the head offices of the National Anti-Corruption Commission (NACC) and the Government Lottery Office (GLO) on Sanambin Nam road in Nonthaburi province on Monday night.
Police said the attack occurred about 10.30pm.
The first round hit the roof of NACC Building No 2.
About 15 minutes later another grenade landed in the GLO compound. The third round hit the roof of the GLO building.
The explosions caused no injuries.
Explosive ordnance disposal police were examining the NACC and GLO premises to assess the damage.
Police investigators said protesters of the Radio Media for Democracy Group were gathering in front of the NACC office when the incident occurred.