Indrabahadur Mongar was arrested with 12 gelatine sticks and fuse wires from a Siliguri-bound bus on Thursday.
He had boarded the vehicle in North Sikkim district, Darjeeling Superintendent of police Sanjay Chander said.
"It is too early to establish Mongar's direct or indirect links with Nepal Maoists," Chander said.
Police were now searching for two other Nepali youths - Gopal Tamang and Shanu Bhai - who according to Mongar had handed over the explosives to him, Chander added.
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