Footage shows an Islamist flag being held up to the window, Thai Consul General Teerathep Promvongsanon said Monday.
The Thai Foreign Ministry in Bangkok reported that the Australian government has asked local and foreign government offices as well as businesses in the area to close for one day for safety reasons.
The request was made after unidentified packages were found in several locations in Sydney.
Teerathep said the Thai Consulate General in Sydney also issued a warning to Thais to avoid the area and contact Thai communities and networks to suggest that Thais follow suggestions by the local government and authorities.
It is estimated that there are about 20,000 Thais in Sydney.