The note was signed by a group that called itself the Pattani fighters, a reference to one of the region's troubled provinces, Kittiphong said.
Two other notes were left near the body with similar messages.
In a separate incident a third Buddhist victim was killed by a gunman on a motorcycle, police sources said.
Drive-by shootings and bombings occur almost daily in Thailand's three southernmost Muslim-majority provinces of Yala, Narathiwat and Pattani.
More than 1,900 people have been killed since fighting flared amid an Islamic insurgency in January 2004.
Police, soldiers and others viewed as collaborators with the government are targeted, along with Buddhists.