Can I only buy it in season?
It is listed as available all year round. However, the varieties and stock on sale differ from stall to stall, so look at whole fruit and prepared fruit separately.
Young Coconut · มะพร้าวอ่อน
If you want cold coconut water on a hot day, choose a young coconut. Have the top opened, drink the water inside, then spoon out the soft flesh too. The fragrant nam hom coconut is a variety well known in Thailand. When you are thirsty, you could share one with your companion.

On sale all year
Listed as available all year
Nam hom coconut from Ban Phaeo: harvest period listed as all year
Use the main season, or the harvest period for regional fruit, as a guide. Actual availability can vary with the growing area, the variety and the weather.
With a young coconut you enjoy the water and the soft white flesh together. Nam hom is presented as a variety whose scent is its feature.
Thailand’s fragrant young coconut is a fruit in which you drink the water and eat the flesh too. The fragrant coconut of Ban Phaeo in Samut Sakhon is also presented as a regional GI fruit.
It is listed as available all year round. However, the varieties and stock on sale differ from stall to stall, so look at whole fruit and prepared fruit separately.
Coconuts are sometimes sold one at a time. Coconut water sold bottled and a coconut opened whole for you are not the same product, so look at the menus separately.
If you would like to read more about the food and the regions behind it, these sources are worth a look. Ingredients and cooking methods can vary from one cook to the next.
Sharing image credit: Crisco 1492 · CC BY-SA 3.0