Malaysia has arrested three suspects in connection with the investigation into a bomb blast in central Bangkok last month that killed 20 people, police chief Khalid Abu Bakar said on Monday.

Two Malaysians and a Pakistani national were arrested and were assisting with the investigation, Khalid told reporters.

"We believe the suspects can help in the investigation... our arrest was made to assist the Thai police in the Thai bombing investigation," he said. "Malaysian and Thai police are working closely in cooperation."

No group has claimed responsibility for the Aug. 17 attack at the Erawan Shrine shrine in Bangkok, which killed 20 people, including 14 foreign tourists, among them seven from Hong Kong and mainland China.

Thai police have been heavily criticised over the investigation and over statements from top officials about possible perpetrators, motives and information extracted from suspects which have been contradictory, speculative and often cryptic.

Khalid said the Pakistani suspect is male while one of the local suspects is female and the other is male. He said there were no plans to move the suspects to Thailand yet.

Khalid also said Malaysian police were unsure if the main suspect was in Malaysia. The Thai investigation unearthed a lead earlier this month that suspected bomber may have crossed Thailand's southern border into Malaysia.