Thornbury turned pro with the Baltimore Skipjacks in 1983-84 and made the American Hockey League second all-star team. He was also called up for 14 games with the Penguins, scoring a goal and eight assists. In the middle of the next season Thornbury was traded to the Quebec Nordiques for Brian Ford but Quebec did not call him up to the NHL. In the middle of the 1985-86 season, the Calgary Flames traded Tony Stiles to Quebec for Thornbury but again no NHL games.
Thornbury now gave up on hockey in North America. He played part of the 1986-87 season with the Canadian National Team and then joined Kolner Haie in Germany. He continued in Germany (except for 1994-95 with the Oklahoma City Blazers) until his retirement in 1996.