Thai police used water cannon on Sunday against thousands of protesters marching to deliver a message to King Maha Vajiralongkorn to demand reforms to curb the powers of his monarchy and the removal of the government.

It was only the second time water cannon had been used in months of largely peaceful protests to call for greater democracy and the departure of Prime Minister Prayuth Chan-ocha, a former junta leader.

Reuters journalists estimated more than 10,000 protesters marched from Democracy Monument in central Bangkok. Police put the number at 7,000.

"Reform or revolution," read one placard.

The protesters reached a barricade of buses and barbed wire. Police fired water cannon to stop them pushing forward, but witnesses said some had managed to reach the area known as Sanam Luang - or Royal Field - next to the Grand Palace.

The Royal Palace was not available for comment. It has not commented since the start of the protests, but the king said a week ago that the protesters were still loved and that Thailand was a land of compromise.

Protesters had said they sought to deliver a message to the Royal Household Bureau.

"We no longer want the monarch to interfere in politics," Jutatip Sirikhan, one of the protest leaders, told Reuters.

One 25-year-old protester, who gave his name only as Keng, said "Please, king, please listen to the people. People are unhappy because you let the military have full power and approved their coups. We want the reform."

Protests since July have increasingly called for reforms to the powerful monarchy, breaking a long-standing taboo against criticising the institution - which can be punished by up to 15 years in prison.

The protesters say the monarchy has helped enable decades of military domination of Thailand, most recently by approving the premiership of Prayuth, who seized power in a 2014 coup and kept it after disputed elections last year.

The protesters seek to put the king more clearly under the constitution, reversing changes he made shortly after taking the throne as well as moves he made to take personal control of the palace fortune and some army units.

Several dozen royalists earlier held a counter-protest at Democracy Monument, wearing yellow shirts in the colour of the king and waving Thai flags. Many held up pictures of the king and his late father, King Bhumibol Adulyadej.

"I want to protect the monarchy and the king," said Chutima Liamthong, 58. "The monarchy is the identity of Thailand. We cannot stand without the monarchy," she said.

Monarchists see the student-led protesters' demands for reforms to the institution as a way of getting rid it of entirely, although protesters deny that is their goal.