Sydney's Taronga Zoo and Melbourne Zoo bought the elephants as part of a breeding program for endangered species.
The elephants, each placed in a cage on big trucks, were supposed to arrive at Bangkok's international airport late Monday and then fly on a special cargo to Australia.
But they remained confined on the trucks Tuesday afternoon with some 100 Thai animal rights activists and their supporters demanding that Australian zoo officials at least release the elephants from their cages.
"They are not allowing the elephants to get out. I'm really worried about their health because they look tired," said Surapong Duangkhae, head of Wildlife Fund Thailand.
"Australians are not talking to us at all," he said, adding that the elephant-carrying trucks were now parked inside the Kanchanaburi campus of Mahidol University, which has a veterinary department.
Protesters formed a human chain around the trucks, while some local supporters brought their cars to block the elephant convoy, Surapong said. Many were also bringing sleeping bags and cooking tools to prepare for a long night.