Thai authorities have arrested two CNN journalists, revoked their visas, and circulated a video of them apologising on camera after the pair entered the site of last week's Thai nursery massacre and filmed the crime scene.

"I would like to offer my deepest apologies to the people of Thailand, especially the families of the victims of this tragedy," CNN correspondent Anna Coren says in the video, which appears to have been filmed in a Thai police station. "We are so sorry if we caused you more pain and suffering. That was never our intention."