He early turned his attention to the study of local history and antiquities, and in 1777, at the age of thirty-seven, published his first work, The Memoirs of the Town and County of Leicester, which was issued at Leicester in six duodecimo volumes.
In 1789 he brought out a quarto volume of Select Views in Leicestershire, from Original Drawings, containing historical and descriptive accounts of castles, religious houses, and seats in that county, and in the following year a Supplementary Volume to the Leicestershire Views, containing a Series of Excursions to the Villages and Places of Note in that County.
He describes him as "a man of strong natural genius, who, during the vicissitudes of a life remarkably chequered, rendered himself conspicuous as a draughtsman and topographer."
He attempted many expedients to maintain his family, few of which were successful, but in his later years he was assisted by friends.
An engraved portrait of Throsby at the age of fifty is prefixed to his Excursions and History of Leicester.