"(I'm) not seeking asylum," Paetongtarn said on Instagram. "(I'm) here for six days to work." She added, "Haters will always make up stories to accuse us."
A Thai Airways official said the pair had checked more than 150 kilograms (330 pounds) of baggage and were seated in first class. He spoke on condition of anonymity, citing the airline's policy of not disclosing passenger information.
Older sister Pintongta posted a picture of herself strolling along a sidewalk in a Chanel scarf and carrying a Hermes' Birkin bag.
"I'm here with my sister to work and will be back within a week," Pintongta said. "I guess there will be no more stories for the protesters to talk about? Give yourselves a break."
The recent protests were triggered by a proposed political amnesty bill that critics said was designed to bring Thaksin home. He fled the country in 2008 to escape a corruption conviction and is now based in Dubai but regularly travels in Europe and Asia.
The bill was backed by the government, currently led by Thaksin's sister, Yingluck Shinawatra. But it drew fierce opposition from Bangkok's middle class and was struck down by the Senate on Monday, apparently satisfying many protesters.
Thai Airways sought to deflect criticism of a possible ethical violation. "It could be that somebody else accessed the information. It might not be one of our employees," spokeswoman Theerasin Saengrungsri said. "We have to look into this."
It wouldn't be the first time that anti-Thaksin airline employees have broken the rules.
A Thai flight attendant working for Cathay Pacific lost her job last December after posting a picture on Facebook of Paetongtarn Shinawatra's seat number and writing that she wanted to throw coffee in her face.
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Associated Press writer Thanyarat Doksone contributed to this report.