I have been denied entry for first time when I went Thailand for tourist visa.Before it I traveled 2 times with visa exemption. I had many stamps of visa exempt in my passport.When I went again with my tourist visa they denied me asking questions then they said show me money but I can't show therefore they sent me back to India.Can I come back to Thailand or not? 

Yes, you could try again. But there is no guarantee that they will let you in. It’s always up to the IO at passport control.

 

You should get another Tourist Visa begore traveling, have at lrast 20K baht (or major currency equivalent) in cash, have a return/onward flight and ideally a hotel booking.

Were you traveling on an India passport, or just traveling from there on your last trip?  If using a passport from India, you would have received a VOA on arrival on previous trips w/o a Tourist Visa.

If your Tourist Visa is still unused and not expired, you can still use it.  Have plenty of cash to show (over 20K Baht worth), and I would enter at another location. 

 

Land borders are better, if you avoid the one crazy one at the Poipet-border from Cambodia.  Entering by Train from Penang is a good choice, if flying from afar, because many airlines go through Kuala Lumpur.  You could even take the train up from Kuala Lumpur, though could save some time flying onward to Penang.

You already know the reason, it  was your financial issue.

12 hours ago, Vijay22 said:

Before it I traveled 2 times with visa exemption. I had many stamps of visa exempt in my passport.

Make up your mind, 2 or many ?!!!!

once you are denied you will be a black sheep. 

Edited February 15, 20197 yr by The Theory

Did you show accommodation booked & paid for ??

20 hours ago, Vijay22 said:

then they said show me money but I can't show therefore they sent me back to India.Can I come back to Thailand or not? 

Remember to bring 20k in cash with you next time.