A protester and a security guard were injured in the blast caused by the firecracker on Chaeng Wattana Road, police said. The injured were taken to a nearby hospital.
Police said they suspected the attack was carried out to incite unrest by opponents of the People's Democratic Reforms Committee, which has been protesting in Bangkok for months to pressure Yingluck to step down.
Protesters have been holding rallies across Bangkok and have blocked major intersections for the past three months, calling for the government to quit and an unelected People's Council to be formed to carry out reforms.
"If a (neutral) government is allowed to work and have more power, it would involve tearing up the constitution (to give it more power)," she said.
"All of us need to protect democracy and its mechanisms to keep the democratic system going."
Yingluck said the participation of 20 million voters in the February 2 snap polls spoke volumes about the public's intent to uphold the democratic system.
He called on the Election Commission (EC) to complete the poll process in a "show of respect" for the 20 million people who cast ballots last Sunday.
Meanwhile, the EC and the caretaker government could not agree on who should set the date for re-polls for 28 constituencies in the southern provinces.
Election Commissioner Somchai Srisuthiyakorn, who is in charge of poll management, said the EC had concluded that the caretaker government has to issue a new royal decree to set the date for holding re-polls in these constituencies.
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