Nearly 700,000 Rohingya Muslims have sought shelter in southern Bangladesh since Myanmar launched a brutal crackdown on insurgents in August that the US and UN have called ethnic cleansing.

But the refugees have arrived to find cramped settlements and often squalid conditions in Cox's Bazar, where hundreds of thousands who fled previous waves of persecution are already living.

An agreement to repatriate Rohingya from Bangladesh to Myanmar's Rakhine state has yet to see a single refugee returned.

Rohingya migrants attempting the boat routes south have been a rare sighting since Thai authorities clamped down on regional trafficking networks in 2015, leaving thousands of migrants abandoned in open waters or jungle camps.

The boat arrived off Thailand's western coast in Krabi province early Sunday due to bad weather.

Images showed the passengers, who said they were Rohingya, being interviewed on shore and then getting back into the boat before departing.

Krabi governor Kitibodee Pravitra confirmed that the people travelling on the boat were Rohingya but said he did not know where they had come from.

"The initial report said they were docking near Koh Lanta this morning to avoid the storm," he said, referring to an island popular with tourists. "They want to go to Malaysia."

He said there were about 56 women, men and children on board and that the Rohingya would continue toward their destination.

A Thai official who was involved in the response but declined to be named told AFP naval authorities escorted the boat towards Malaysia and that it would likely arrive at the border area tomorrow morning.

He said local villagers donated food to the Rohingya and that they were "happy" with the help.

Many of the Rohingya ensnared in the 2015 boat crisis wound up in Muslim-majority Malaysia and Indonesia as Thailand stuck to a policy of not accepting the vessels.

The Thai official said in this case it was "their wish to continue the journey to the neighbouring country".

Bangladeshi economic migrants have also taken the boat routes south.

There are nearly 70,000 Rohingya refugees and asylum seekers living in Malaysia, according to the most recent statistics from the UN refugee agency.