The man was identified as 45-year-old Patrick Ward, whose passport said he was born in New Zealand.
His current place of residence was not immediately known, but he entered Thailand on December 26 on a tourist visa.
Police said Ward travelled Tuesday by rail with a tour group from the capital, Bangkok, to Kanchanaburi town, where the bridge over the River Kwai, made famous in the movie about the railway constructed by forced labour under Japanese WWII occupation, is located.
After a brief stop, the group proceeded to Sai Yok waterfall, another popular tourist destination.
Police Major Kiatisak Kerdchok of the Sai Yok police said that according to witnesses, when the train slowed down at a scenic spot, Ward opened a door in the carriage and fell seven to eight metres down a slope.
He did not confirm reports in Thai media that Ward was trying to take a selfie when the accident occurred just before noon.
Police found WardтАЩs body at the scene with wounds but none that suggested foul play.
Kiatisak said a full autopsy would be conducted Wednesday in Bangkok, and fellow members of the tour group questioned.
