Police were seen pushing back protesters as the auto, which also carried King Maha Vajiralongkorn's youngest son, Prince Dipangkorn, slowly drove past.
Protesters rallied at the main intersection near the MBK Center shopping mall in central Bangkok and pushed back against police, wielding umbrellas and throwing plastic bottles.
A young Thai protester holds up a sign at a mass rally against the military-led government at a key intersection in Bangkok's commercial heart on October 15.
Premier Prayut has extended the emergency decree banning gatherings of more than four people until mid-November, ignoring activists' calls for him to resign. "After this, there will be intensive measures in enforcing the law".
In the past week, police have arrested more than 50 people, including several protest leaders.
"The (use of force) will increase the numbers of protesters", said 21-year-old Nine, an engineering student.
Protesters dispersed later at night, with one organiser sending out the message, "End of protest".
Protesters want to oust Prayuth, who first took power in a 2014 coup, saying he engineered election rules past year to keep his position - an accusation he denies.
"Prayuth, get out", the protesters chanted, in reference to Prime Minister Prayuth Chan-ocha, a former military ruler they accuse of engineering an election previous year to prolong the hold of the army.
Protesters defied the ban and staged one of the biggest demonstrations in Bangkok on Thursday evening."I'm not quitting", Prayuth told reporters after an emergency cabinet meeting.
The government banned demonstrations in Bangkok on Thursday
Opposition party Pheu Thai has called on the government to lift emergency measures and free those detained. He said his government hoped to withdraw the state of emergency ahead of its normal 30-day duration "if the situation improves quickly".
He warned people not to violate the emergency measures, saying: "Just wait and see. If you do wrong, we will use the law".
Calls have also built for reforms to the monarchy, which is accused by protesters of helping to entrench decades of military influence in politics.
But that changed after an incident in which protesters jeered Queen Suthida's motorcade as she and the king were paying a rare visit from Europe, where they spend most of their time.
Thai police fired stinging liquid from water cannon at thousands of Thai protesters on Friday in the most violent escalation of three months of demonstrations against the government.
The Royal Palace has made no comment on the protests but the king said Thailand needed people who love the country and the monarchy.
At least two dozen have been arrested, including two activists who face charges of attempted violence against the Queen.
Poonsuk Poonsulcharoen, a lawyer from Thai Lawyers for Human Rights, said the pair are believed to be facing charges that carry a maximum life sentence.
In pre-recorded comments from an event a day earlier that were broadcast on television yesterday, King Vajiralongkorn said "the country needs people who love the country and love the monarchy".