Police said 20 demonstrators, including three rally leaders, were arrested in Bangkok early on Thursday as the protest outside Government House was dispersed.
Two thousand police were also on standby to prevent another anti-government protest planned for Ratchaprasong intersection late on Thursday afternoon.
Deputy Bangkok police chief Pol Maj Gen Piya Tawichai said at the Metropolitan Police Bureau at 7.30am that six companies of police ended the demonstration at Government House early on Thursday morning,
He said 20 demonstrators were arrested.
They included rally leaders Arnon Numpha, Parit Chiwarak and Prasit Krutharote. They were detained at the Border Patrol Police Region 1 offices in Pathum Thani for violating the state of emergency order and organising the demonstration.
Video posted on social media showed student leader Panusaya "Rung" Sithijirawattanakul being taken away in a wheelchair as she gave the three-fingered salute of pro-democracy campaigners.
She had said a protest would take place at 4pm despite the decree.
There were no injuries during the operation, Pol Maj Gen Piya said.
He also said 13 companies of police, about 2,000 in total, would be assigned to the vicinity of Ratchaprasong intersection, on Rama I and Ratchadamri roads, from noon.
The public were advised to avoid the area from 4pm to 10pm. Anti-government protest leaders earlier announced another demonstration at Ratchaprasong intersection at 4pm on Thursday, in defiance of the state of emergency ban.
Pol Col Kissana Phathanacharoen, deputy police spokesman, said that Prime Minister Prayut Chan-o-cha's announcement of the state of emergency early on Thursday morning prohibited any public gathering of five people or more, and any act that would instigate disorder.
Police then ordered demonstrators at Government House to stop violating the order.
Some demonstrators were defiant, and police arrested them for legal prosecution, Pol Col Kissana said. He warned that people who invite supporters to a new rally, and rallygoers, would also face legal action.
He said police were also taking action against the people who posted illegal messages via social media.
