The surprise announcement just days before his coronation was announced in the royal gazette and footage from Wednesday’s wedding ceremony was later shown on the nightly royal news segment aired on all Thai television channels.
Vajiralongkorn, 66, also known by the title King Rama X, became constitutional monarch after the death of his revered father, King Bhumibol Adulyadej, in October 2016, after 70 years on the throne.
He was due to be officially crowned in elaborate Buddhist and Brahmin ceremonies on Saturday, followed by a procession through Bangkok on Sunday.
In 2014, Vajiralongkorn appointed Suthida Tidjai, a former flight attendant for Thai Airways, as a deputy commander of his bodyguard unit.
Some royal observers and foreign media had linked Suthida romantically with the king, but the palace had previously never acknowledged any relationship.
The king made Suthida a full general in the army in December 2016 and has also been made a thanpuying, a royal title meaning lady.
Among the dignitaries at the wedding were Prayuth Chan-ocha, the leader of the military junta that has run Thailand since a 2014 army coup, as well as other members of the royal family and palace advisers, the wedding footage showed.
Vajiralongkorn has previously been married and divorced three times and has seven children.
While the king took the throne after the death of his father, his formal coronation follows a mourning period for King Bhumibol, whose royal cremation was held a year after his death.
More about: #KingMaha