The three were arrested after troops and border police at a road checkpoint near the border in Tambon Huay Sai stopped their pickup at about 2am.
The three were identified as Ronachai Pensook, Jarewat Suannoi and Wiwat Hoonyon.
The authorities found 19 migrants in the back of the pickup without travel documents.
The migrants said they walked across the border on a track and awaited transport to Malaysia. They would be charged and deported, the authorities said.