The Thai troops are thought to have links to a Burmese drug kingpin.
The soldiers surrendered on Friday in the northern province of Chiang Rai, Lt-General Wut Liptapanlop said, while declining to give more details because the investigation was ongoing.
National Police chief General Priewpan Damapong promised a full investigation into the deadly raid on two Chinese vessels on October 5, saying the military was fully cooperating.
“Police will prosecute all nine soldiers,” he told reporters. “Their actions have nothing to do with the Thai army.”
China summoned diplomatic envoys from Thailand, Laos and Burma in the wake of the attack and asked them to speed up investigations. Beijing also sent patrol boats down the Mekong to escort 164 stranded Chinese sailors and 28 cargo ships back home.
High-ranking police officers will oversee an investigation into the murder of the sailors for which the soldiers surrendered as suspects.
The police chief for Thailand’s northern provinces, Suthep Dejraksa, said that Chinese officials were pleased with the arrests.
The nine soldiers face charges of murder and concealing evidence. They claim they are innocent.
The sailors were killed after two cargo ships on the Mekong River were hijacked in early October. Drug smugglers were suspected after Thai authorities found about 920,000 ya-ba pills on one boat.