Maria Shchetinina, 40, was taken into custody on Tuesday while teaching foreign couples about tantric yoga, dubbed as "sex yoga" by locals, at a restaurant, Bangkok Post reported.
The woman charged each student 400 baht (US$12.37) for a basic course and 7,440 baht ($229) per couple for an advanced course.
In an advertisement, she introduced her courses as relating to "sacred sexuality," the South China Morning Post reported.
The classes for foreign tourists, held on Tuesdays, allegedly include sexually suggestive poses.
Police said they are clamping down on foreigners who offer sex-related yoga courses because they affected the tourism image of Thailand.
In March police arrested a Polish YouTuber who gave introductory courses on tantric yoga on this tourist island.