"This cowardly terrorist attack at the Centro Andino mall is deeply distressing," Mayor Enrique Penalosa said, without giving details on the blast or who may have been behind it.
A French national, a woman, was killed, he said.
President Juan Manuel Santos condemned the attack and ordered National Police chief General Jorge Nieto to investigate.
Police said an explosion tore through a restroom area of the mall, crowded with shoppers ahead of Father's Day, in an upscale area of the Colombian capital that is popular with foreign nationals.