Whilst this is, indeed, the case provided that the amounts involved do not total more than the UK personal allowance (currently £12,570) as already said, it would appear that her widow's pensions might, however, be deemed assessable income for Thailand taxation purposes, because of Article 19(2) of the UK/Thailand Double Taxation Agreement, which states:
(2) (a) Any pension paid by the Contracting State or a political subdivision or a local
authority thereof to any individual in respect of services of a governmental nature
rendered to that State or subdivision or local authority thereof shall be taxable
only in that State.
(b) However, such pension shall be taxable only in the other contracting State if
the recipient is a national of and a resident of that State.
But, given your subsequent statement that the amounts involved won't exceed the current UK personal allowance, she might not, in practice, have to pay any tax in Thailand either because of the various allowances and exemptions currently in force.
That all said, things could, of course, change at both UK and Thailand ends between now and when your wife claims her widow's pensions!