This experimental study aims to improve the engineering properties of coconut wood by using a thermal compression method (TM). The effects of original wood density and compression ratio on the pressing characteristic as well as physical and mechanical properties of thermally densified coconut wood were evaluated. Coconut wood boards obtained from the plantation located in Nakhon Si Thammarat province, Thailand, were sorted into low-density (359±36 kg/m3) and medium-density (532±35 kg/m3) groups. They were compressed by 25%, 40%, 55%, and 70% of their original thicknesses under a clamping pressure of 19.6 MPa (pressure gauge), at a temperature of 140 °C for 15 min. The physical and mechanical properties of the densified specimens were measured and compared with the control group specimens. Low-density specimens could be compressed with a higher degree of densification without shape distortion. Thermal compression improved bending strength, modulus of elasticity, compressive strength parallel to grain, and perpendicular-to-grain shear strength up to 125%, 54%, 112%, and 129%, respectively, for low-density wood and 47%, 13%, 41%, and 58%, respectively, for medium density wood. However, the densification did not improve parallel-to-grain shear strength. When the low-density and medium-density wood were compressed to the same density, the densified specimens manufactured from the medium-density group showed more improved dimensional stability, shear strength, and bending properties than those manufactured from the low-density group, while their parallel-to-grain compressive strength properties were not significantly different. However, at the same density level, the natural wood mechanically outperformed the densified wood except for the perpendicular-to-grain shear strength, parallel-to-grain compressive strength, and bending strength perspectives. Thus, the experimental results indicate that the densified coconut wood can be used for structural applications where parallel-to-grain compressive strength or perpendicular-to-grain shear strength is critical.