The win cements Saudi Arabia's leading spot in Group B and propels the team one step closer to the 2018 World Cup in Russia.
It also ended Thailand's hope of exacting revenge over the hotly-contested penalty kick that handed the Saudis a 1-0 win in the final minutes of a match in Riyadh last September.
But passionate roars from Bangkok's fan-packed Rajamangala stadium on Thursday were not enough to propel the players to victory.
Saudi Arabia's sharpshooter Mohammed Al Sahlawi put his team on top early on when he took a pass from Nawaf Al Abid down on his chest and struck the ball into the net in the 25th minute.
Thailand held up an admirable defence throughout most of the match and looked dangerous a number of times.
But the team was unable to deliver a goal and morale plummeted after Tanaboon Kesarat accidentally turned the ball into his own net in the 84th minute as he tried to block a cross.
The brutal defeat was sealed in an action-packed finale as Taisir Al Jassim set Salman Almuwashar up for for killer strike in injury time in the 92nd minute.
Thailand remains at the bottom of the table after losing every match in the qualifying round save for a 2-2 draw with Australia in November.