Thai police officers patrol at the site of two small explosions on a walkway leading to a luxury shopping mall in Bangkok on Monday. Thailand's junta vowed to tighten security after two pipe bombs detonated near a major Bangkok shopping mall late on Sunday, the first threats to an uneasy peace imposed under martial law since May's coup. Photo: AFP

Thai Prime Minister Prayuth Chan-ocha ordered security to be tightened in Bangkok on Monday after two small bombs rattled a luxury shopping mall and stoked tension in a city under martial law since a coup in May.

Two people were slightly hurt but the blasts caused little damage on Sunday evening. They were the first to shake the capital since the military seized power to end months of sometimes deadly street protests.

"I have ordered security to be tightened because this case involves the well-being of the people," Prayuth told reporters.

"This case shows that we still need martial law ... there are still bad people disrupting the peace. We must find ways to severely punish them."

There was no claim of responsibility.

CCTV footage showed two possible suspects near where the pipe bombs exploded in the heart of one of Bangkok's busiest shopping districts but the images were unclear and they had not been identified, police said.

Defense Minister Prawit Wongsuwan said such violence "inflicts loss of confidence" in the country. Tourism accounts for about 10 percent of Thailand's economy.

Political tension has been high since last month when a national assembly hand-picked by the junta banned former prime minister Yingluck Shinawatra from politics for five years.

Thailand has weathered turbulent politics for a decade as former telecommunications tycoon Thaksin and his allies have vied for power with the Bangkok-based royalist-military establishment that sees the Shinawatras as a threat and reviles their populist policies.

Occasional crude bombs similar to those used on Sunday kept the capital on edge for months after the 2010 crackdown.

The bombs were behind power transformers on a walkway linking an overhead rail line to the Siam Paragon mall, police said.

Sporadic violence during the six months of protests that preceded the May 22 coup claimed almost 30 lives.

Thailand's Muslim-dominated south has for years been racked by insurgency that has claimed thousands of lives. There was no indication the Sunday explosions were linked to the south.