A Thai hiker was missing on a Philippine volcano, a day after it ejected rocks and ash in a sudden explosion, killing four European tourists and a local guide.

The rescuers earlier found the bodies of the three German nationals, a Spanish woman residing in Germany and the local guide who were killed in Tuesday's explosion at Mount Mayon in Albay province, 350 kilometres south-east of Manila.

"They are now bringing down the remains of the fatalities, and search and rescue teams are scouring the mountain for a Thai climber who is still missing," Albay Governor Joey Salceda said.

A total of 27 foreign and local climbers were on Mayon, including 12 who were injured, when it spewed rocks, ash and steam 500 metres above its summit.

Kenneth Jesalva, a Filipino guide who was with the German tourists, said his group was on the way down when the explosion happened.

"We had merely gone down a few metres in a very slow, careful pace due to thick fog (when) the burning rocks as big as our backpacks hit us," he told the Philippine Star newspaper from his hospital bed in nearby Legazpi City.

"I managed to hide from the rocks but was still hit on my back and left foot," he added.

The rocks could have been dislodged from the crater by the phreatic explosion, according to the Philippine Institute of Volcanology and Seismology.

Phreatic explosions are caused when water comes into contact with molten rock underground, turning it instantly into steam and propelling it into the air, often mixed with ash, mud, rock fragments and gases.

The 2,472-metre volcano, famous for its nearly symmetrical cone, has erupted about 50 times since 1616. It last erupted in July 2006, forcing more than 30,000 people to flee their homes.

Mayon's most violent eruption on record was in 1814, when more than 1,200 people were killed and a town was buried in volcanic mud. An eruption in 1993 killed 79 people.