The visitors expressed their reluctance after a bomb blast Saturday night in front of their hotel in the seaport city Chittagong, where the West Indies team has been residing, reports Xinhua.
Bangladesh has been rocked by homemade bomb attacks in recent weeks.
"An explosion occurred a short distance away from the team hotel in Chittagong Saturday evening," said a WICB statement issued Saturday at St. John's, Antigua.
It said: "the players and members of team management were not targeted and were not in any immediate danger as a result of the incident."
Some 50 people, including nine Wednesday, have reportedly died and hundreds others injured in stray incidents of political violence since Nov 26 in Dhaka and elsewhere in the country.
The country's main opposition alliance enforced countrywide 72-hour road, rail and waterway blockade from Saturday morning to press home its demand for a non-party caretaker government to oversee national elections slated for next month.
The announcement of the fresh blockade came hours before the end of the 131-hour non-stop blockade, which expired 5 p.m. (local time) Thursday.
A local unit of Jatiyatabadi Chhatra Dal, the student wing of ex-prime minister Khaleda Zia's Bangladesh Nationalist Party (BNP), enforced dawn-to-dusk strike in the port city of Chittagong for Sunday demanding release of their detained leaders.
The general strike is in effect on top of the fresh spell of nationwide 72-hour blockade by the BNP-led 18-party opposition alliance.
The WICB management has been in contact with team manager Altamont Solomon and will continue to receive regular briefings. The team gathered shortly after the incident and are safe at their hotel and have been afforded additional security.
The WICB is working with the Bangladesh Cricket Board to ensure the continued safety of the team. Further, WICB security manager Paul Slowe will formally assess the situation and provide a report to the WICB.
The West Indies U-19 team arrived in Dhaka early this month on a 19-day tour to play seven One Day Internationals against Bangladesh U-19 team.