Somchai Wongsawat, the Thai prime minister, had said on Tuesday that "police confiscated bombs recently" and warned the public to avoid large gatherings during Wednesday's Loy Krathong festival where floating water lanterns are released.

Three small explosions occurred recently on the grounds of the prime minister's offices, where anti-government protesters have been camped out since August.

On Monday police arrested two protesters carrying a cache of weapons.

There was no indication however that Thursday's blast was related to the recent wave of anti-government protests.