Earlier in the day, a blast occurred in a toilet room on the second floor of the mall. According to Bogota Mayor Enrique Penalosa, three women were killed in the explosion, one of them was the French national. About 10 people were injured.
"The ELN never would have never carried out actions directed against the civilian population," the group wrote on Twitter.
The guerrilla movement condemned the attack and called on the government to conduct a thorough investigation to identify those responsible.
The ELN is the second largest armed group after the Revolutionary Armed Forces of Colombia (FARC), estimated to have between 1,500 and 3,000 fighters. The United States considers it a terrorist organization.
On February 8, the Colombian government and the ELN started peace talks, while the agreement to begin the dialogue was reached in mid-January.
In early April, Bogota and the ELN insurgents agreed to carry out humanitarian mine clearing operations following the first round of peace talks in Ecuador.