Thai government buildings flew flags at half mast on Friday to mourn the death of more than 30 people, including 23 children, after an ex-policeman burst into a day care centre in a knife and gun rampage that left the nation shocked and seeking answers.

Most of the children who died at the day care centre in Uthai Sawan, a town 500km northeast of Bangkok, on Thursday were stabbed to death, police said, marking one of the worst child death tolls in a massacre by a single killer in recent history.

Police identified the attacker as a former member of the force who was discharged over drug allegations and who was facing trial on a drugs charge. After the attack, he went home and shot dead his wife and child before turning his weapon on himself.

The age range of children at the day care centre ranged from two to five years, a local official said.

"It's a scene that nobody wants to see. From the first step when I went in, it felt harrowing," Piyalak Kingkaew, an emergency worker heading the first responder team, told Reuters.

"We’ve been through it before, but this incident is most harrowing because they are little kids."

The former policeman had been in court earlier in the day and had then gone to the day care centre to collect his child, police spokesperson Paisal Luesomboon told broadcaster ThaiPBS.

When he did not find his child there, he began the killing spree, Paisal said. "He started shooting, slashing, killing children," Paisal said.

'I begged him for mercy'

Late on Thursday, a Reuters photographer saw the body of the shooter, Panya Khamrapm, being moved in a bodybag from a van to a police station in the province.

"I don't know (why he did this), but he was under a lot of pressure," Panya's mother told Nation TV, citing debt the former policeman had clocked up and his drug taking.

Photographs taken at the day care centre by the rescue team and shared with Reuters showed the tiny bodies of those killed laid out on blankets. Abandoned juice boxes were scattered across the floor.

"He was heading towards me and I begged him for mercy, I didn’t know what to do," one distraught woman told ThaiPBS, fighting back tears.

"He didn’t say anything, he shot at the door while the kids were sleeping," another woman said, becoming distraught.

About 30 children were at the facility — a pink, one-storey building surrounded by a lawn and small palm trees — when the attacker arrived. That was fewer than usual, as heavy rain had kept many people away, said district official Jidapa Boonsom.

The attacker forced his way into a locked room where the children were sleeping, Jidapa said.

Three boys and a girl who survived the attack were being treated in hospital, police said.

The massacre is among the worst involving children killed by one person. Anders Breivik killed 69 people, mostly teenagers, at a summer camp in Norway in 2011, while the death toll in other cases include 20 children at Sandy Hook Elementary School in Newtown Connecticut in 2012, 16 at Dunblane in Scotland in 1996 and 19 at a school in Uvalde, Texas, this year.

Gun laws are strict in Thailand, but ownership is high compared with some other countries in Southeast Asia. Illegal weapons, many brought in from strife-torn neighbouring countries, are common.