The advisory, posted on its website early on Friday, urged Thais to avoid going to and around the place of the attack and to be more careful while travelling in public places in Paris and nearby.
It also suggested that Thais closely monitor news on local media.
One police officer was killed and two others wounded in the shooting, just days ahead of France’s presidential election.
The Islamic State group claimed responsibility for the fatal shooting in a statement by the jihadists’ propaganda agency Amaq.