The US embassy in Bangkok warned Friday of a possible terrorist threat against tourists in the Thai capital, urging its citizens to exercise caution in areas popular with foreigners.

"Foreign terrorists may be currently looking to conduct attacks against tourist areas in Bangkok in the near future," it said in an emergency message posted on its website.

"US citizens are urged to exercise caution when visiting public areas where large groups of Western tourists gather in Bangkok," it added.

The Thai government said that it had been informed by the United States that a pair of suspected Muslim "terrorists" had entered the kingdom.

"The US contacted us last night about two terrorists who entered Thailand and plan terrorist activities," Thai Defence Minister General Yutthasak Sasiprapha told AFP.

"Our intelligence officials are working closely with the US and following the terrorists' movements closely. I believe we will arrest them tonight," he added. "For Thai citizen, there is no need to announce any warning because it will cause panic and will affect our tourism."