Thailand's deputy prime minister Prawit Wongsuwan has denies the trio are in Thai custody, as has been reported by the Thai Alliance for Human Rights.

Chucheep Chiwasut, who broadcasts political commentary to Thailand from exile, and fellow activists Siam Theerawut and Kritsana Thapthai were reportedly turned over to Thai authorities by Vietnam on May 8, Human Rights Watch said on Friday.

"Vietnam's alleged secret forced return to Thailand of three prominent activists should set off alarm bells in the international community," Human Rights Watch Asia Director Brad Adams said.

London-based Amnesty International said Chucheep had long faced charges of lese majeste or insulting the monarchy.

Siam and Kritsana were under investigation for the same, the group said.

Article 112 of Thailand's criminal code says anyone who insults the king, queen, heir or regent faces punishment of up to 15 years in prison.

Human rights groups have accused the ruling military of applying the lese majeste law more widely since a 2014 military coup as a way to silence critics.

The US-based Thai Alliance for Human Rights first reported that Chucheep, also known as Uncle Sanam Luang, had been sent back to Thailand.

"Uncle Sanam Luang and two others were apprehended ... a month ago. But they were just transferred to Thailand on May 8 from Vietnam," the alliance's Piangdin Rakthai said in a YouTube video.

Deputy Prime Minister Prawit denied the report.

"Vietnam has not co-ordinated transfers. We have not received any request. If there is, it would be through the foreign ministry and police," he told reporters.

In January, the bodies of two exiled critics of the military and royal family, Chatcharn Buppawan, 56, and Kraidej Luelert, 46, were found along the Mekong River border with Laos.

They had been stuffed with concrete to make them sink.

Australian Associated Press