Six youths were detained for alleged involvement in Wednesday's attacks, the army said.
Surayud Chulanont, Thailand's prime minister, warned of "serious conflicts in the future" if the violence continued.
"I don't want to see Thais kill Thais," he said on Thursday.
He said the "brutal" attacks will not change the government's conciliatory approach taken to end the violence in the far south.
The series of bloody incidents has triggered a revenge cycle, which has been avoided so far, in Thailand's predominantly-Muslim southern provinces.
Act of revenge
All of the suspects arrested on Thursday night are young residents of Yala province's Yaha district, where the killings occurred, Colonel Akara Thiprot, an army spokesman, said.
In Wednesday's attacks, eight Buddhists travelling in a commuter van were massacred.
Following that, an explosion at a mosque left 11 Muslims wounded while another two Muslims were killed in an attack on a tea shop, leaving at least 10 others wounded.
Thai authorities have blamed Muslim insurgents for the attacks, saying the insurgents wanted to make it appear as if the bombing and grenade attacks were carried out in revenge for the morning massacre of the Buddhist commuters.
Thailand is overwhelmingly Buddhist, with Muslim majorities in Yala, Narathiwat and Pattani, the three southern provinces where the insurgency is active.
Some 100 Muslim villagers in Yaha staged a daytime protest on Thursday calling for the authorities to arrest those responsible for the bombing and grenade attack, and provide assistance to the victims.
Some villagers said the security forces were not trying to pursue the attackers, leading to suspicions of official collusion.