PM's secretary Chavanon Indharakomansut said Thaksin travelled to Siem Reap province of Cambodia by his private jet.
Fugitive ex-PM Thaksin Shinawatra left Dubai and arrived in Cambodia on Friday as red shirts started gathering to join the mass rallies on Sunday.
Thai foreign ministry has already contacted its embassy in Phnom Penh to monitor Thaksin's activities in Cambodia, Chavanont said.
Thaksin has been appointed as an economic adviser to Cambodia's PM Hun Sen and the Khmer government. The appointment has led to protests by the Thai government.