Born in Harvey, Illinois, Thornburg graduated from the University of Iowa with a Fine Arts degree. He worked in a variety of jobs before devoting himself to writing full-time (or at least in tandem with his cattle farm in the Ozarks) in 1973.

His 1976 novel Cutter and Bone was filmed in 1981 as Cutter's Way. The New York Times called Cutter and Bone "the best novel of its kind for ten years." Another novel-to film Beautiful Kate was filmed in Australia in 2009 and starred Bryan Brown and Ben Mendelsohn. It was directed by Rachel Ward, who is Bryan Brown's real-life wife.

Thornburg currently lives in Kirkland, Washington.

His other novels include Knockover, Gentleman Born, Black Angus, To Die in California, Valhalla, Dreamland, A Man's Game, Eve's Men, and The Lion at the Door.