Because:
Thailand is a constitutional monarchy. The king is the head of state of Thailand and the supreme commander of the Thai armed forces. He exercises legislative power through the National Assembly, administrative power through the government and judicial power through the courts.
But:
The king is only a nominal head of state and has no real power. The Prime Minister is the head of government and holds real power.
Bhumibol adulyadej, the current king of Thailand.
Yingluck Shinawatra, the current Prime Minister of Thailand.