Thai police fired tear gas and water cannons on Friday to push back hundreds of protesters trying to force their way into a government compound.

Four people were reported injured at the Centre for the Administration of Peace and Order, the government’s security command centre, where protesters tried to push down barbed wire-topped concrete barriers outside the compound.

The incident occurred as more than 10,000 protesters marched through Bangkok to show that the ouster of Prime Minister Yingluck Shinawatra by a court earlier this week was not enough. A protest leader warned they will retaliate if their demands for the government’s complete removal were not met within three days.

Traffic was snarled around Bangkok, as protesters headed to Government House, the Prime Minister’s main office and surrounded several public television stations “to ask for cooperation” in stopping broadcasts on government news.

Friday’s marches came two days after Ms. Yingluck was removed by the Constitutional Court on grounds that she had illegally transferred a civil servant to another post.

Protest leader Suthep Thuagsuban demanded that the Supreme Court president, the Senate Speaker and the Election Commission, along with other State agencies, jointly work to oust the current government.

“We want the change of government to be smooth. But if you cannot do it smoothly within three days, we the people will do it in our own way,” Mr. Suthep said.

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