The blast was caught on camera just as people were milling about this busy Bangkok street corner.
It happened close to the Erawan Hindu shrine, a major tourist attraction especially for visitors from East Asia.
Police say that in addition to those killed, more than 80 people were injured in the explosion.
They say it was a deliberate attack.
Thai forces have been fighting a low-level Muslim insurgency in this mostly Buddhist nation but the rebels have rarely launched attacks outside their ethnic Malay heartland.
The country's also been hammered for a decade by intense, sometimes violent, rivalry between its various political factions.
Erawan shrine is near shops and top hotels and office buildings. Officials say the blast was aimed at destroying the Thai economy and its tourism.