Police identified the man who was arrested on Friday as Sabri bin Emaeruding, 37, from Sumatra.
Emaeruding had 1kg (2.2 lb) of urea fertiliser and 2kg of nails - commonly used in making bombs - and was charged with entering the country illegally.
A small bomb hidden under a truck exploded near a teashop in the southern Yala province, wounding the driver, his wife and three other people, police said.
Small bombs also exploded in toilets at five train stations in the three provinces of Yala, Pattani and Narathiwat near the Malaysian border where the separatist insurgency has been concentrated, but no one was hurt, police said.
'Bombs smuggled in'
The blasts in the Malay-speaking region came a day after bombings which Thai Prime Minister Thaksin Shinawatra said security forces knew were coming but failed to prevent.
At least two people were killed and 16 wounded in those attacks.
Police said the Indonesian man was caught during a hunt for suspected fighters behind the rash of at least 41 bombs which exploded on Thursday.
Pracha Taerat, Narathiwat governor, told Reuters that more than 200 small bombs were smuggled from Malaysia in the past week.
He said the bombs were easily smuggled in the region of 1.8 million people, most of them ethnic Malays who feel more connected to Malaysia than predominantly Buddhist Thailand.
More than 1,300 people have been killed in two years of separatist insurgency.