In this paper, sea targets detection problem from thermal (IR) images is solved by using statistical classification methods. Background modelling is achieved via principle component analysis (PCA) followed by a two-class Bayes classification step, i.e., target or sea. A wavelet-denoising block is added to the system resulting in a significant increase in the detection performance. K-means clustering is also implemented to explore the target detection accuracy without training. It is concluded that the PCA training provides high detection accuracy while the K-means clustering mostly fails to classify the sea targets.