The group of six soldiers were attacked as they patrolled a road in the Mayo district of Pattani province.
"About 20 armed militants on three pick up trucks opened fire at a team of soldiers once they get close to them," Colonel Pramote Prom-in, southern army spokesman, told AFP.
Pramote said four soldiers were killed in the attack and two more were wounded as they returned fire.
The incident came after a roadside bomb killed five policemen in nearby Yala province on Wednesday.
A shadowy insurgency, without clearly stated aims, has raged in Thailand's three southernmost provinces -- Pattani, Narathiwat and Yala -- since 2004.
Daily bomb or gun attacks have targeted soldiers and civilians, Buddhists and Muslims, claiming more than 5,000 lives in eight years.
A state of emergency is in force in the worst-affected parts of the region which rights campaigners say gives tens of thousands of military troops based there legal immunity, fuelling rights abuses.
Authorities had warned that militants were likely to step-up attacks during the Islamic holy month.
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