He began his career as an amateur in 1981, driving a Simca, and quickly became very successful in the Belgian Rally Championship.

The following year saw Thiry win some WRC events in an Opel Astra[broken anchor] in the F2 category and brought GME its first manufacturer's title of the inaugural FIA 2-Litre World Cup in 1993.

The following year saw Thiry continue with Ford and he contested thirteen events with the exception of the Safari Rally and Rally Portugal due to an accident that caused Thiry two broken ribs and he was replaced by Ari Vatanen as the second driver for the team.

2001 saw Thiry joined the Škoda Motorsport team and he had a disappointing year in the Octavia WRC.

A notable recent result was a second place on the Rally of Condroz in 2006, driving a Peugeot 307 WRC.