Forensic police inspect a window damaged by gun fire at the Democrat Party headquarters on Tuesday night.

Bullet holes were found in a glass pane at the party's coffee shop and a glass door of the building.

Thammatat Jenjaroenrungroj, a former Democrat MP candidate, called police before midnight on Tuesday after he spotted a bullet hole in a window of the Sapa Cafe, and pieces of glasses on the floor in front of the Kuang Abhayavongsa Foundation building.

However, no spent cartridges were found.

Deputy party leader Alongkorn Pollabutr said two vehicles and four people were suspected of being involved in the incident, which a closed-circuit TV camera showed occurred at 11.08pm.

Two seconds before that, a bronze pick-up truck and a red taxi, with the back passenger window lowered, went past the front of the office.

Two suspicious people were seen standing near a public phone in front of the building while another two were walking on the other side of the road.

Party leader Abhisit Vejjajiva urged officials to investigate the incident. He said the party installed closed-circuit television cameras after a home-made bomb was found in front of the building a few months ago, but no one had been arrested, he said.

Secretary-general Suthep Thaugsuban said he was sure the incident was politically motivated.

"I believe it was about politics. Recently we have filed lawsuits against both the government and the Election Commission. We don't know who is angry with us. We just do our duty, without intention to hurt anybody," he said.

A security guard said he did not hear any shots as he was at the back of the building at the time. Thammatat said he went to the building on Tuesday night to pick up his car as he had gone to a party in Ayutthaya with a friend and left his car at work.

In March, two TNT sticks weighing 340 grams were attached to a timing device and dropped in front of the party's office.