Bangkok, Thailand (CNN) -- Gunmen opened fire on peaceful protesters in Thailand early Saturday, killing one and wounding three, national security chief Paradon Patthanathabut said.
Police do not know who the gunmen are.
Protesters had gathered in the government district of Bangkok this week to demand the ouster of the country's prime minister and threatened to shut the city down for a month in January.
At a protest earlier this week, one police officer died and scores of people were injured, according to police.
In all, eight people have died from injuries sustained during the protests that began almost two months ago, according to the Bangkok emergency agency Erawan.
U.S. Embassy warning
The U.S. Embassy in Bangkok issued an emergency notice urging caution near the site of protests.
"Even demonstrations that are meant to be peaceful can turn confrontational and escalate into violence. You should avoid areas of demonstrations, and exercise caution if in the vicinity of any large gatherings, protests, or demonstrations," the embassy said. "Be alert and aware of your surroundings and pay attention to local news media reports."
The unrest came as demonstrators hoped to force Prime Minister Yingluck Shinawatra from office.
In a bid to cool tensions, the prime minister dissolved the nation's parliament this month and called for new elections, to be held February 2.
But the move has done little to appease protesters, who remained on the streets. Thursday's protests, in which nearly 2,000 anti-government demonstrators gathered at locations across the capital, turned violent.
Police reported 129 people were injured, including the 25 police officers. A police spokesman had previously reported 35 officers had been injured, but some of the injured had been counted twice.
Call to postpone elections
The national Election Commission urged the government to postpone elections.
"The current violence that just took place, it is something that we have already signaled to those who are responsible that it could happen," the commission said. "We urge the government to postpone the election until a joint agreement from both sides is reached."
But Deputy Prime Minister Pongthep Thepkarnchana said a delay wasn't possible.
"The election cannot be postponed as it is against the constitution. The reform process can be done simultaneously with coming elections," he said.
Protest leaders have said they want to rid Thailand of the influence of former Prime Minister Thaksin Shinawatra, the older brother of Yingluck Shinawatra.
That's an ambitious goal in a country where every election since 2001 has been won by parties affiliated with Thaksin Shinawatra, a billionaire who built his political success on populist policies that appealed to Thailand's rural heartland.
Thaksin Shinawatra was ousted in a military coup in 2006 and has spent most of the time since then in exile overseas. If he returns, he risks a two-year prison sentence on a corruption conviction, which he says was politically motivated.
The current protests in Bangkok were prompted by a botched attempt by Yingluck Shinawatra's government to pass an amnesty bill that would have opened the door for her brother's return.
That move added fuel for critics who accuse her of being nothing more than her brother's puppet, an allegation she has repeatedly denied.
CNN's Ed Payne contributed to this report.