The woman said she was stopped by Saudi and Kuwaiti officials when she arrived in Suvarnabhumi airport.
A Saudi woman held at Bangkok airport said she would be killed if she was repatriated by Thai immigration officials, who confirmed the 18-year-old was denied entry to the country Sunday.
The incident comes against the backdrop of intense scrutiny on Saudi Arabia over its investigation and handling of the shocking murder of journalist Jamal Khashoggi last year, which has renewed criticism of the kingdom's rights record.
Rahaf Mohammed M Alqunun told AFP she was stopped by Saudi and Kuwaiti officials when she arrived in Suvarnabhumi airport and her travel document was forcibly taken from her, a claim backed by Human Rights Watch.
"They took my passport," she told AFP, adding that her male guardian had reported her for traveling "without his permission".
Rahaf said she was trying to flee her family, who subjected her to physical and psychological abuse.
"My family is strict and locked me in a room for six months just for cutting my hair," she said, adding that she is certain she will be imprisoned if she is sent back.
"I'm sure 100 percent they will kill me as soon as I get out of the Saudi jail," she said, adding that she was "scared" and "losing hope".
Rahaf was stopped from entering Thailand when she flew in from Kuwait on Sunday, Thailand's immigration chief Surachate Hakparn told AFP.
"She had no further documents such as return ticket or money," he said, adding that Rahaf was currently in an airport hotel.
"She ran away from her family to avoid marriage and she is concerned she may be in trouble returning to Saudi Arabia. We sent officials to take care of her now," he said.
He added that Thai authorities had contacted the "Saudi Arabia embassy to coordinate".
But Rahaf disputed his account, saying that she was only in transit to seek asylum in Australia, where she claimed to have a visa, and was accosted by Saudi and Kuwaiti embassy representatives when she deplaned in Suvarnabhumi airport.
She took to Twitter to plead her case, livestreaming a video where she spoke about how her father had told Saudi embassy officials she was a "psychiatric patient" who had to be returned.
Human Rights Watch Asia deputy director Phil Robertson slammed the Thai authorities and urged the UN refugee agency to help the teenager.
"What country allows diplomats to wander around the closed section of the airport and seize the passports of the passengers?" he said, adding that there is "impunity" within the family unit in Saudi Arabia to abuse women.
Immigration head Surachate said Rahaf would be sent back to Saudi Arabia by Monday morning.
"It's a family problem," he said of the case.
The ultra-conservative kingdom has long been criticised for imposing some of the world's toughest restrictions on women.
That includes a guardianship system that allows men to exercise arbitrary authority to make decisions on behalf of their female relatives.
If punished for "moral" crimes, they could become victims of further violence in "honour killings" at the hands of their families, activists say.
Another Saudi woman, Dina Ali Lasloom, was stopped in transit in the Philippines in April 2017 when she attempted to flee her family.
An airline security official told activists that Lasloom was heard "screaming and begging for help" as men carried her "with duct tape on her mouth, feet and hands" at the airport.
The Saudi embassy in Thailand and officials in Riyadh could not be reached for immediate comment.