You need an import license (found by Google):
Export and Import Licenses in Thailand (siam-legal.com)
The import of gold requires a license from the Ministry of Finance in order to protect national financial security.
IATA - Thailand Customs, Currency & Airport Tax regulations details (iatatravelcentre.com)
Prohibited (without license):1. Drugs of narcotic nature, e.g. heroin.2. Gold bullion. If no import license is available, it can be left in Customs bond at the airport of entry to be retrieved on departure.