Thai police were locked in a Saturday night stand-off with the soldier, who livestreamed his attack on Facebook, the Bangkok Post reported.
Named as Corporal Jakrapanth Thomma, the attacker reportedly killed 29 people and injured many others in Korat.
The suspect first shot at his commander and other soldiers at a military camp, then stole a gun and ammunition.
He then took a Humvee, drove it from the camp and opened fire again at a Buddhist temple and at the Terminal 21 mall.
Police told CNN that police and the army were deployed to the mall, where the attacker was holding several hostages.