A five-year-old girl died of her wounds yesterday after gunmen sprayed bullets at an opposition rally in eastern Thailand at the weekend, the second child killed in the attack.

On Sunday, a four-year-old boy and his sister, six, were among three victims killed by a grenade blast at a protest site in an upmarket Bangkok shopping district.

The head of Thailand's equivalent of the FBI warned yesterday that the situation may "escalate into civil war".

Department of Special Investigation chief Tarit Pengdith urged "restraint and patience" on both sides of the political divide, during a televised address by officials handling the security response to the crisis.

His comments echoed a similar warning from the head of the coup-prone army.

"Absolutely, there will be civil war if all sides do not respect rules," General Prayut Chan-O-Cha said.

"The military will do everything for the country and the people... not for a particular side."

Protest and government leaders bore "responsibility for the losses", Prayut said, after warning in a rare televised speech that the country risked "collapse" unless it pulled back from the brink.

Government supporters have accused opposition demonstrators of trying to incite the military to seize power.

Thailand has been bitterly divided since a bloodless coup by the military in 2006 ousted Yingluck's elder brother, Thaksin Shinawatra, as prime minister.

The latest unrest is the deadliest since more than 90 people died during protests by pro-Thaksin "red shirts" in 2010. Concerns are mounting the red shirts could return to the streets of Bangkok to defend the government.

Gunfire rang out early yesterday near a rally camp in a Bangkok park. Two people were slightly wounded.