Wanchalearm Satsaksit has not been seen since Thursday, said Human Rights Watch, claiming he was dragged into an unmarked car in Phnom Penh where he was living in self-exile.
Wanchalearm ran an acerbic anti-government Facebook page and was a harsh critic of ex-army chief-turned-premier Prayut Chan-O-Cha and his administration.
Cambodian and Thai police say they know nothing of his whereabouts, but his family has pleaded for his "release".
About two dozen protesters picketed the Cambodian Embassy in Bangkok on Monday, flouting anti-coronavirus laws which ban public gatherings.
Under the gaze of police officers, they carried posters reading "Where is Wanchalearm?", and submitted a letter demanding an investigation.
Activist Somyot Prueksakasemsuk said he was worried about Wanchalearm's fate.
"We organized this protest to demand for the Hun Sen government of Cambodia... to protect the life of Wanchalearm Satsaksit," he told AFP.
"I still have hope that he's alive, but it's been four days," added another activist, Chotisak Onsoong.
Wanchalearm is wanted by Thai authorities for allegedly breaching the Computer Crimes Act and Article 116, which criminalise writing that causes unrest.
Since a coup in May 2014, Thailand has vowed to track down pro-democracy critics -- especially those accused of attacking the unassailable monarchy.
At least eight prominent Thai activists who fled to Laos, Cambodia and Vietnam have subsequently disappeared, according to HRW.
Some celebrities have taken to social media to express anger, and hashtags such as "Save Wanchalearm" are trending.
"We want answers," wrote Maria Poonlertlarp, a former beauty queen.
The opposition Pheu Thai party on Monday also called on the government to ensure Wanchalearm's safety.
Prayut's current civilian administration -- a legacy of the 2014 putsch -- has become increasingly unpopular, especially as the coronavirus batters the economy.
bur-dhc/fox