He married Sarah Woodcock on 20 December 1798 and they had one son, Ralph Anthony Thicknesse (1800–54), who also went on to become an MP for Wigan.
[1] They had a residence called Beech Hill, to the north of Wigan, described as a farmhouse dating to the late 17th century, it stood in its own grounds.
[2][3] Ralph Thicknesse established himself as a banker in Wigan in partnership with his brother-in-law Thomas Woodcock of Bank House.
[4][1] He was engaged in the coal trade with interests in Ince and Aspull and was a co-proprietor of the Kirkless colliery.
[1] He died, aged 74, at Beech Hill, 1 November 1842 leaving all his property, including mines and collieries, to his only child, Ralph Anthony Thicknesse (1800–54).