[8] After the dismissal of his boss in November 2008, he took over the team as caretaker manager for three games, but then returned to the role of assistant to new head coach Ove Pedersen.

[10] After achieving direct promotion the following year, the team placed themselves in middle regions of the league table and won the Danish Cup in 2012–13,[11] beating Randers.

[21][22] On 10 October 2018, Thorup was recruited to succeed Yves Vanderhaeghe as coach of the Belgian club Gent off the back of a 5-1 home defeat to Racing Genk leaving the Buffalos seventh in the league table, one place off the title play-offs.

But an investigation into events from the previous season, where Mechelen were determined to have made an attempt to fix the result of an end-of-season game against Waasland-Beveren on 11 March 2018 to try and prevent their relegation.

Mechelen were allowed keep the Cup and their newly-secured top-flight status, after winning the Division 1B title in tandem with winning the Cup, but were banned from Europe for a season as part of the 2017–2019 Belgian football fraud scandal,[24] resulting in all Belgian clubs moving up a place in terms of European qualification, with Gent next in line.

In early November 2020, Thorup received an offer from Copenhagen to become their new head coach, after their former manager Ståle Solbakken had been dismissed on 10 October.

[35] This meant that the club participated in the inaugural season of the UEFA Conference League, and Thorup led his team to the Round of 16, in which they were defeated by PSV Eindhoven.

[37] The 2022–23 Danish Superliga started poorly for the club, but they managed to qualify for the 2022–23 UEFA Champions League after defeating Trabzonspor 2–1 on aggregate.

[38] Howerver, on 20 September 2022, Copenhagen announced that the club had parted ways with Thorup as their head coach, due to the poor start to the Superliga season.