The Netherlands also recommended that its citizens "follow the instructions of local authorities, and respect local customs and restrictions imposed on social life".
Thailand has said it will hold a one-year period of mourning following the death today of King Bhumibol Adulyadej, the world's longest reigning monarch.
The Dutch foreign ministry also advised tourists to follow events on local media and to always carry their identity papers with them.
Minutes after the ailing monarch's passing was announced, Thailand's junta chief Prayut Chan-O-Cha said there was to be an official one-year mourning period.
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He also ordered that "all entertainment functions must tone it down for 30 days."
Bangkok's notorious red light districts had already begun shutting up shop today evening as news of the king's passing spread.
Dutch Foreign Minister Bert Koenders was on an official visit to Bangkok for a meeting between EU countries and Southeast Asian nations when the news was announced by the palace.