Our correspondent, Jonathan Head, says bomb attacks in Bangkok are extremely rare.
There has been a Muslim insurgency, but this has been largely confined to the south of the country and attacks rarely take place elsewhere.
But Bangkok has seen a decade of sometimes violent rivalry between political factions.
The military took over ruling the country in May last year, removing an elected government following months of unrest. The capital has been relatively calm since then.
Analysts say one flashpoint could be within the military government itself. The annual promotion list is due out next month and it is thought to be a source of tension among the various cliques.