The move follows the case of a Thai surrogate mother who said an Australian couple rejected the baby she carried when they found he had Down's syndrome.
The couple, who took home the boy's twin sister, have strongly denied the claim.
Thai police say couples with surrogate children now need a court order before they can leave with the children.
Thailand's military government is rushing through a new law aimed at banning commercial surrogacy.
However, Australian surrogacy agencies believe there are more than 100 couples still awaiting the birth of children to surrogate mothers in Thailand.
A Thai immigration official told the BBC that one same-sex couple with a baby was stopped from leaving Bangkok airport on Thursday because they lacked documentation to prove they were the legal guardians.
Australian broadcaster ABC said three other couples were also believed to have been stopped from leaving Thailand with surrogate babies.
The BBC's Jonathan Head in Bangkok says Thailand has become the favoured destination for many Westerners seeking surrogate mothers.
But while commercial surrogacy is not technically illegal in Thailand, it does violate the code of the Medical Council which regulates doctors and hospitals, he adds.
Earlier this week, Australian couple David and Wendy Farnell denied that they had rejected baby Gammy, now seven months old, when it became clear he had Down's Syndrome.
They said that Thai surrogate mother Pattharamon Chanbua, 21, had refused to hand him over and also threatened to keep his twin sister.
It also emerged that David Farnell had been convicted in the 1990s of multiple sex offences against young girls.
Mr Farnell insisted that Gammy's sister, Pipah, was not at risk of harm from him.
Ms Chanbua, who has two other children, said the couple had asked her to have an abortion when she was told of the baby boy's condition.
She said she refused, as it was against her Buddhist beliefs.
David Farnell denied asking the mother to have an abortion and said that by the time they found out about the baby's condition, it was too late in the pregnancy to abort the foetus.
Thailand has imposed new restrictions on taking children born to surrogate parents out of the country.