Option 1: Myanmar border with China - This option is incorrect. Myanmar does have a border with China, making it not the correct answer.
Option 2: Afghanistan border with China - This option is incorrect. Afghanistan does have a small border with China in the Wakhan Corridor, making it not the correct answer.
Option 3: Thailand border with China - This option is correct. Thailand does not share a border with China, making it the correct answer.
Option 4: Kazakhstan border with China - This option is incorrect. Kazakhstan does have a border with China, making it not the correct answer.
In conclusion, out of the given options, Thailand is the only country that does not have a border with China. The correct answer is option 3.