Monks often make their daily rounds with a security detail to protect them from attacks, but police said the victims were unaccompanied because they felt they would not be in danger in a market with a lot of people around.
Shadowy Islamic insurgents have waged a violent campaign in Thailand's southernmost region bordering Malaysia since early 2004, leaving more than 4,400 people dead, including both Muslims and Buddhists.
Violence appears to have intensified recently. A bomb in Yala province killed nine villagers in January and an unusually bold attack by militants a week earlier on a military base left at least four soldiers dead.
Last month, a grenade and bomb attack on a karaoke bar in Narathiwat town injured 17 people and another blast on a busy street in Yala town killed one shop worker and injured 13 other people.