"We strongly recommend contacting family in New Zealand as soon as possible to let them know you are okay."
Safe Travel also advised New Zealanders in Bangkok to take care in public and commercial areas, including landmark places known to be frequented by expatriates or foreign tourists, public transport facilities, hotels, bars, tourist resorts, shopping areas and places of worship.
Despite the incident, there was no change in the website's travel advisory risk levels for Bangkok or Thailand.
"We continue to advise caution in most parts of Thailand, including Bangkok, due to the threat from terrorism and potential for violent civil unrest."
Qantas was now reported to be helping passengers who wanted to leave the area earlier than planned due to the blast.
The airline said passengers in Bangkok were able to book an earlier flight home, and those who had future flights into the city could either change the destination, or cancel them.
An Air New Zealand spokeswoman said at this stage no flights had been cancelled due to the incident.
Travel Agents Association New Zealand chief executive Andrew Olsen said travel agents across the country were expected to advise customers of advice issued by the Government on the Travel Safe website.
"[Our agents] would say here is some pretty sound information about the situation as it currently stands."
However, it would be up to the customer to decide whether or not they made the decision to travel.