Three policemen and a civilian were killed and five policemen were wounded in the blast in the temple town of Janakpur as the monarch left for Indonesia to participate in the Asian-African summit, his first foreign trip since the February 1 power grab.
The bomb was concealed in a sack of sand and it exploded as policemen tried to clear it, a government official told Reuters.
The king will also travel to China on April 24 to attend an Asian economic conference at Boao, in Hainan province, and visit Singapore before returning to Kathmandu on April 29.
We believe that this will help consolidate cordial relations and understandings between Nepal and these nations, the king said in a statement before leaving on the tour.
The 57-year-old monarch of the impoverished Himalayan kingdom has been condemned by many nations for his power grab that included the detention of politicians, suspension of civil liberties and curbs on press freedom.
India as well as Britain have suspended arms aid to express their displeasure and Washington has slammed the takeover, which Gyanendra justified as necessary to crush a Maoist revolt against the monarchy that has left over 11,000 people dead since 1996. Some EU nations, such as Denmark, have partially cut funds for economic projects in aid-dependent Nepal.
The Maoists, inspired by the teachings of Chinese leader Mao Zedong, want to abolish Nepal's constitutional monarchy and establish a communist republic in its place.