Herbert was the only son of George Henry Thurston, a surgeon, and his wife Theresa Ellen née Tuck.

[1] He was born in London and educated at the minor seminary of Saint-Malo (1868–9), at Mount St Mary's Jesuit school in Derbyshire (1869–71), and at Stonyhurst College in Lancashire (1871–4).

Many of Thurston's articles show a skeptical attitude towards popular legends about the lives of the saints and holy relics.

For instance, he defended and publicized the work of the French priest and historian Ulysse Chevalier against the authenticity of the Shroud of Turin.

"[10] He was also a close friend of Father George Tyrrell, a fellow Jesuit priest who was sanctioned by the Catholic Church for his Modernist theological opinions.