His father, Hon. Wilfred Gilbert Thesiger, younger son of the second baron, was a diplomat. The actor Ernest Thesiger (1879—1961) was his cousin. Frederic Thesiger, 1st Viscount Chelmsford, Viceroy of India, was his uncle.

Thesiger was educated at Eton College and Magdalen College, Oxford University where he took a third in history. Between 1930 and 1933, Thesiger represented Oxford at boxing and later (1933) became captain of the Oxford boxing team.

In 1930, Thesiger returned to Africa, having received a personal invitation by Emperor Haile Selassie to attend his coronation. He returned again in 1933 in an expedition, funded in part by the Royal Geographical Society, to explore the course of the Awash River. During this expedition, he became the first European to enter the Aussa Sultanate and visit Lake Abbe.

Afterwards, in 1935, Thesiger joined the Sudan Political Service stationed in Darfur and the Upper Nile. He served in several desert campaigns with the Sudan Defence Force (SDF) and the Special Air Service (SAS) with the rank of major.

In World War II, Thesiger fought with Gideon Force in Ethiopia during the East African Campaign. He was awarded the DSO for capturing Agibar and its garrison of 2500 Italian troops. Afterwards, Thesiger served in the Long Range Desert Group during the North African Campaign.

There is a rare wartime photograph of Thesiger in this period. He appears in a well-known photograph usually used to illustrate the badge of the Greek Sacred Squadron. It is usually captioned 'a Greek officer of the Sacred Band briefing British troops'. The officer is recognisably the famous Tsigantes and one of the crowd is recognisably Thesiger. Thesiger is the tall figure with the distinct nasal profile. Characteristically, he is in Arab headdress. Thesiger was the liaison officer to the Greek Squadron.

In 1945, Thesiger worked in Arabia with the Desert Locusts Research Organisation. Meanwhile, from 1945 to 1949, he explored the southern regions of the Arabian peninsula and twice crossed the Empty Quarter. His travels also took him to Iraq, Persia (now Iran), Kurdistan, French West Africa, Pakistan, and Kenya. He returned to England in the 1990s and was knighted in 1995.

Thesiger is best known for two travel books. Arabian Sands (1959) recounts his travels in the Empty Quarter of Arabia between 1945 and 1950 and describes the vanishing way of life of the Bedouins. The Marsh Arabs (1964) is an account of the Madan, the indigenous people of the marshlands of southern Iraq. The latter journey is also covered by his travelling companion, Gavin Maxwell, in A Reed Shaken By The Wind ... a Journey Through the Unexplored Marshlands of Iraq (Longman, 1959).

Thesiger took many photographs during his travels and donated his vast collection of 23,000 negatives to the Pitt Rivers Museum, Oxford.

His books were analysed, from a collector's point of view, in Book and Magazine Collector magazine, No.65, August 1989, and again in 2008, Issue No.295.

• Arabian Sands (1959) travel writing classic, reissued in several editions
• Currently available edition:
• Paperback reissue April 1985 by Penguin; ISBN 0-14-009514-4
• Out of print editions
• Hardcover reissue 1960 Readers Union (January 1, 1960) 270 pp; ASIN B0007J3E16
• Paperback reissue 1981 Viking Press (February 1981); ISBN 0-14-002125-6
• Hardcover reissue 1983 by Fairmount Books Ltd Remainders (September 30, 1983); ISBN 0-00-217005-1
• Hardcover reissue 1983 by Viking Adult (April 19, 1984). 347 pp. ISBN 0-670-13005-2
• Paperback reissue 1984 by Penguin; ISBN 0-14-009514-4
• Hardcover reissue 1998 by Motivate Publishing Ltd; ISBN 1-873544-75-8

• The Marsh Arabs (1964):
• Penguin Classics; Reissue edition (25 October 2007); # ISBN 0141442085, # ISBN 978-0141442082
• Out of print editions
• Paperback reissue 1983 (out of print) ... Gardners Books (April 30, 1983); ISBN 0-14-009512-8
• Hardover reissue 1985 (out of print) ... Harpercollins Pub Ltd (May 31, 1985); ISBN 0-00-217068-X

• The Last Nomad (1979) ... out of print in all editions.
• Out of print editions
• American hardcover reissue 1980 (out of print) ... William Collins Sons & Co.; ISBN 0-525-93077-9

• The Life of My Choice (1987) ... out of print in all editions; described as a remarkable biography
• Out of print editions
• British edition Collins (1987); ISBN 0-00-216194-X;
• American hardcover edition W.W. Norton (January 1988) 459 pp; ISBN 0-393-02513-6;
• American paperback edition Harpercollins Pub Ltd (March 31, 1993). ISBN 0-00-637267-8

• My Kenya Days Harper Collins, London, 1994; ISBN 0-00-255268-X

• The Danakil Diary: Journeys through Abyssinia, 1930-4 Hammersmith, 1996, ISBN 0-00-638775-6 His account of exploring the Awash valley, and encounters with the Afar people.

• Among the Mountains: Travels Through Asia Harper Collins, (1998); ISBN 0-00-255898-X. This account presents edited portions of journal entries written during trips to remote mountain areas of Afghanistan, Pakistan, and Kurdistan between 1952 and 1965, as well as numerous black-and-white photographs that he took at the time. There is little detail (nor current travel information) since the book is based on his diary entries. For a better account, read The Life of My Choice.

• Crossing the Sands Motivate Pub Ltd (January 2000) 176 pp; ISBN 1-86063-028-6. About his journeys in the Empty Quarter and the Arabian Peninsula during the late forties, with photographs, but apparently more than a coffee table book.

• My Life and Travels (anthology)
• Available editions
• Hardcover edition Harper Collins (October 21, 2002) 352 pp. ISBN 0-00-257151-X
• Hardcover reissue by Flamingo (October 6, 2003) 320 pp; ISBN 0-00-655212-9

• A Vanished World ... in print
• Available editions
• First American hardcover edition 2001 W.W. Norton (September 17, 2001) 192 pp; ISBN 0-00-710837-0
• American hardcover edition 2002 W.W. Norton (April 2002) 189 pp, possibly the same as above, collection of photographs; ISBN 0-393-05086-6