The blaze at Central World broke out at around 6 p.m., a spokesperson for the Erawan Medical Emergency centre told reporters.

"One (person) died at the scene" and another at a nearby hospital, the spokesperson said.

Bangkok's governor Aswin Kwanmuang confirmed the two deaths.

"I have been informed that the fire was put down," he said in a press conference, adding that an investigation will commence today (Thursday).

By 9pm, the number of people injured had reached 17, said the Erawan Medical Emergency centre.

Footage circulating on social media earlier in the evening showed smoke billowing from the structure.

Employees of the mall stood outside as sirens blared, while firefighters and emergency medical staff moved the injured out on stretchers.

Police spokesperson Krissana Pattanacharoen said one person had leapt to their death.

The area around Central World is a popular shopping destination and was chock-full of tourists and rush-hour traffic.

A company representative told reporters the fire appeared to have started on the 8th floor, but had been contained and the building evacuated.

The mall is owned by Central Group, which is controlled by one of the wealthiest families in the country.