"New Zealand started the final very well and led for the first half of the first set," said New Zealand junior women's coach Fiona Scrimshaw.
"Then the Thai team came back using excellent ball control to play shots that were too classy in the end. Alice and Emily looked very composed on court, and benefited from the international experience that they have both had."
This result gives New Zealand a spot at the Under-19 World Championships that will be held in Cyprus from July 26-31.
The championships feature the top 32 teams in the world.
New Zealand's best ever result at the under-19 worlds came in 2007 when Rachael Morgan and Hannah Croad finished ninth.
Zeimann and Johnston have also put their names into the mix for selection for the 2018 Commonwealth Games, where beach volleyball will feature for the first time.
Both players are already competing on the New Zealand national tour and registering top-eight results, now this international experience will make them a tough team to beat this summer.