It happened outside of the Erawan Shrine in the Thai capital during evening rush hour, The Associated Press reported.
The shrine is in honor of the Hindu god Brahma and is visited by thousands of Buddhists every day, The BBC reported.
There is also a five-star hotel and three shopping centers near the blast site.
The site, according to the BBC, has been the center of political demonstrations in the recent years, but bomb attacks in Bangkok are rare.
It was confirmed by police to multiple news agencies as a bomb.
The BBC reported that a second bomb was found and was neutralized by police.