The explosions occurred around 8 pm today at the Siam Square station of Bangkok's Skytrain system, which serves several shopping centers including the upmarket Paragon mall.
The incident comes at a time of slightly raised political temperatures in Thailand, as the country's ruling junta has tightened its clampdown on critics of its rule.
Police initially said the explosions were caused by a transformer, but National Police spokesman Lt Gen Prawut Thawornsiri later said they were caused by devices that were probably not meant to hurt anyone.