A Thai soldier has killed at least 20 people and wounded more than 30 in a shooting rampage in the northeastern city of Nakhon Ratchasima and is still at large in a shopping mall, police say.

Major shootings are rare in the south east Asian country other than in the far south, where a decades-old insurgency persists.

One ambulance service official in the city said the death toll was as high as 20.

"We don't know why he did this. It appears he went mad," said defence ministry spokesman Kongcheep Tantrawanit.

Police identified the suspect as Jakrapanth Thomma.

He had posted on his Facebook page earlier in the day that "Death is inevitable for everyone".

He also posted a picture of what appeared to be his hand holding a gun.

At one point after the shooting had begun, the suspect posted "Should I give up?" before his account became inaccessible.

The soldier opened fire at different locations in the city, which is more than 250km from the capital Bangkok, the police spokesman said.

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Thai media said the suspect's mother was being brought to the location to try to persuade him to give himself up.

A video showed her in tears saying "why did he do it?" as she got into a police vehicle.

Local media showed footage of the soldier getting out of a car in front of a shopping mall and firing a series of shots, sending people running.

Gunshots could be heard on the video.

Later video on social media from CCTV footage inside the mall showed the gunman dressed in black and wearing a mask.

He slung his gun over his shoulder as he moved into an electronics store with no sign of other people around.

Facebook sent its condolences to the victims and their families and said there was no place on Facebook for anyone who commits or supports such atrocities.

"We have removed the gunman's accounts from our services and will work around the clock to remove any violating content related to this attack as soon as we become aware of it," Facebook said.

A woman interviewed by Thailand's Channel One television said she had heard gunshots when she was at the shopping mall and hid in a clothing store with other people before escaping.

The shooter had initially gone to a house in the city and shot two people dead, before going to the weapons store on an army base and taking a new gun, local police said.

He also shot at people on the army base, police said.