
They came from Chulalongkorn, Thammasat, Rangsit and Bangkok universities and Triam Udom Suksa School.
They demanded to know whom the police were protecting, a violent government or innocent people.
Their statement listed questionable events and actions involving the police.
They asked how long it would take for the police to catch the gunman who shot two Ramkhamhaeng students on their way to join a protest in front of Prime Minister Samak Sundaravej's residence on Thursday night.
Police shut the main gate to the Royal Thai Police headquarters during the rally.
Anusak Sian-oun was shot once in the right leg and Apichart Nakrit once in the left elbow.
Both are 22 and study in the Faculty of Political Science.
Eyewitnesses told police they had heard three gunshots but the attack had happened so suddenly that they had not been able to identify the gunman or motorcyclist. Some witnesses said they had seen a black Yamaha motorcycle with no licence plate fleeing the scene.
Around 11am yesterday Metropolitan Police Bureau 4 commander Maj-General Wimol Pao-in said police were investigating the shooting, which he said might have stemmed from a conflict among student leaders or protesters.
Other possible motives were local annoyance at the loud protest and a third-party attempt to manipulate the political situation, he said.
"We have taken statements from four witnesses and shall question more to bring the culprits to justice," Wimol said.
Lat Phrao Police Station superintendent Colonel Somsak Boonsaeng said no one had come forward to describe the gunman.
Deputy Education Minister Boonlue Prasertsopha urged students to think about the emergency decree before making any move.
"I'm not interfering with anyone's rights, but I am concerned for students who will one day shape the country's destiny," he said.