Thai Officials have yet to blame any group for the bombing at the Erawan shrine on Monday evening, which the government called a bid to destroy the economy. No one has claimed responsibility.
National police chief Somyot Poompanmuang told reporters the attack was unprecedented in Thailand. He said the blast was caused by a pipe bomb.
Three Chinese were among the dead, the official Xinhua news agency said. Two Hong Kong residents, two people from Malaysia and one person from the Philippines had also been killed, officials said. Scores of people were wounded, including many from China and Taiwan.
Thai forces are fighting a low-level Muslim insurgency in the predominantly Buddhist country's south, but those rebels have rarely launched attacks outside their heartland.
"This does not match with incidents in southern Thailand. The type of bomb used is also not in keeping with the south," Royal Thai Army chief and deputy defence minister General Udomdej Sitabutr said in a televised interview.
More than 6,500 people have been killed in the long-running insurgency since 2004.
Thai national police spokesman Prawut Thavornsiri said the death toll stood at 22 from the bombing, with 123 people wounded.
Police teams were deployed to the blood splattered site early on Tuesday, with some wearing white gloves and carrying plastic bags, searching for clues.
"Collection of evidence last night was not complete," Udomdej said.
The Erawan shrine, on a busy corner near top hotels, shopping centres, offices and a hospital, is a major attraction, especially for visitors from East Asia, including China. Many ordinary Thais also worship there.
"The perpetrators intended to destroy the economy and tourism, because the incident occurred in the heart of the tourism district," Defence Minister Prawit Wongsuwan told Reuters late on Monday.
Tourism is one of the few bright spots in an economy that continues to underperform more than a year after the military seized power in May 2014.
It accounts for about 10 percent of the economy, and the government had expected a record number of visitors this year following a sharp fall in 2014 during months of street protests and the coup.
At the scene on Monday evening lay burnt out motorcycles, with rubble from the shrine's wall and pools of blood on the street.
"There were bodies everywhere," said Marko Cunningham, a New Zealand paramedic working with a Bangkok ambulance service, who said the blast had left a two-metre-wide (6-foot-) crater.
"Some were shredded. There were legs where heads were supposed to be. It was horrific," Cunningham said, adding that people several hundred metres away had been wounded.
The government would set up a "war room" to coordinate the response to the blast, the Nation television channel quoted Prime Minister Prayuth Chan-ocha as saying.
Authorities stepped up security checks at some major city intersections and in tourist areas.
Thailand has also been riven for a decade by a sometimes violent struggle for power between political factions in Bangkok.
Occasional small blasts have been blamed on one side or the other. Two pipe bombs exploded outside a luxury shopping mall in the same area in February, but caused little damage.
In Washington, the U.S. State Department said it was too soon to tell if the blast was a terrorist attack. Spokesman John Kirby said authorities in Thailand had not requested U.S. help so far.