The Australian actor was reportedly travelling with his pregnant wife, Elsa Pataky, and 18-month-old daughter India Rose when the vessel ran into trouble off the coast of Spanish territory La Gomera, off the west coast of Africa.
Two rescue boats and a helicopter were sent to help the eight passengers and take them to shore. No one was hurt in the incident.
A source tells Britain's Daily Mail, "Nobody was hurt but any kind of rescue at sea is a scary event, especially for a pregnant woman with a young child."
Hemsworth is in the region to film new Ron Howard movie Heart of the Sea, and his family flew out to join him on set.
The catamaran was reportedly hired by the film's production company to transport the group to Playa de Santiago.
Heart of the Sea tells the story of a whaling ship which sinks in the Pacific Ocean in 1820, which is said to have inspired the tale of Moby DICk.