The men, two from China and one from Myanmar, were still thought to be alive as recently as Thursday.
They were trapped when part of the tunnel they were building collapsed on Saturday in Pak Chong district, about 200km (124 mi) north-east of the capital Bangkok.
On Friday, authorities announced all three had died, with initial investigations suggesting this was due to a lack of air.
The tunnel, which was under construction and is part of the Thailand-China high-speed railway project, had collapsed due to a landslide at around 23:40 local time (16:40 GMT) last Saturday.
Rescuers, comprising officials from the State Railway of Thailand (SRT) and a Chinese disaster response team, had been working round-the-clock over the past week with the hope of rescuing the victims.
They had tried to pump oxygen into the tunnel to keep the workers alive, but it is unclear whether the tubes they used reached the workers at all.
On Thursday, rescuers found the body of a Burmese truck driver buried under a pile of soil and rocks.
The bodies of the two Chinese workers, a supervisor and an excavator operator, were found at about 06:00 local time (00:00 GMT) on Friday, the SRT said.
All three bodies were found about 25 metres from the point of the tunnel collapse, officials had said.
Local reports claim rescuers had got within just one metre of one of the men on Wednesday. On the same day, they had purportedly heard faint sounds which they believed were coming from the men.
Scanners and sniffer dogs had also detected vital signs, including heartbeats, offering hope that the workers could still be alive.
However rescue efforts progressed slowly due to the ongoing landslide - falling dirt continually blocked the holes made by rescuers to move deeper into the tunnel.
Thailand's caretaker Interior Minister Anutin Charnvirakul said rescuers were hindered by "the limitation of engineering".
They had to be careful that their digging would not cause other parts of the tunnel to collapse, he said, adding that the rescuers had to build 3m (9.8ft) high supporting structures for their own safety.
"Nobody wanted [this incident] to happen," he said at a press conference on Friday.
"We did not only try to save the lives of the victims, we also had to [ensure the safety] of the rescuers and workers," he said.
The bodies of the three men were brought out of the tunnel on Friday.
Thai police have opened an investigation into the incident, while construction works around the tunnel have been suspended for the time being.
bbc