The crash occurred around 8:00 am (0100 GMT) off the coast of Prachuap Khiri Khan province south of Bangkok.
Police spokesperson Archayon Kraithong said five of the six officers on board were killed at the scene. The sixth died later in hospital, according to a Royal Thai Police statement on Facebook.
Authorities are examining the aircraft's black box data recorder to determine the cause of the crash, the AFP reported.
Thai media reported the aircraft went down about 100 meters from the shore in Cha-am district, a popular weekend getaway around 130 kilometers (80 miles) southwest of the capital.
Footage shared on social media showed the plane spiraling before plunging into the sea, with people wading through chest-deep water to reach the site.
Police chief Kitrat Phanphet pledged a full investigation.
"The Royal Thai Police express their deepest condolences to the brave officers who lost their lives," the statement said.