A closed circuit TV camera has captured what might be the exact moment a bomb was planted at a Hindu shrine in the Thai capital on Monday night.

The video, published on the Khaosod Thai news website, shows a man wearing a yellow t-shirt, baggy denim shorts and wrist bands, and carrying a backpack and a plastic bag.

The footage shows the man, who appears to be in his 20s, casually walk among tourists at the shrine, before sitting down at a bench inside the parameter of the site and taking off a backpack.

Clasping just the plastic bag, the man then stands for at least 12 seconds. He appears to pay his respects, folding his hands in the traditional Thai and Hindu symbol of prayer.

Seconds later he is seen calmly walking away with what appears to be a mobile phone in his left hand.

Another video screen shows him quickly walking away while still carrying the plastic bag.

Khaosod's website reported a huge blast rocked the area about a minute after the man left.

The blast killed 22 people and injured at least 120 more.

Thai national police chief Somyot Poompanmuang said the suspect could be a Thai or a foreigner.

"That man was carrying a backpack and walked past the scene at the time of the incident. But we need to look at the before and after CCTV footage to see if there is a link," he said.

Police said they believed the man arrived at the shrine in a taxi and appealed to anybody who saw him to come forward.

Broadcaster Thai PBS said a manhunt was underway "and all airports and border checkpoints were alerted to watch out for the suspect".