The Department of Special Investigations believes the missing blue diamond stolen from the Saudi Royal Palace is still in Thailand and the department will try to locate it.

DSI Director-General Tharit Pendit said the department will speed up investigations to try to locate the diamond now that the DSI board has voted to take up the case for investigations.

"The DSI is speeding up probes by focusing on some 3 or four groups, which may keep the diamond," Tharit said.

The diamond was stolen by a Thai worker who worked at the palace along with many other pieces of jewellery.

When Thai police arrested the worker and returned the jewellery, the Saudi Palace cried foul that many pieces, especially the blue diamond, were still missing.