[5] At the official WBBL launch on 10 July 2015, Rene Farrell was unveiled as the team's first-ever player signing.

[7][8] The Thunder played their first game on 6 December against the Sydney Sixers at Howell Oval in Penrith, winning by nine wickets with 40 balls remaining.

[9] The Thunder have combined with the Brisbane Heat to produce several "thrillers",[10][11][12] including: The Thunder and the Perth Scorchers have met in two semi-finals: Due to a scheduling quirk, the two teams did not meet in the Thunder's home state of New South Wales until the 2020–21 Women's Big Bash League season (when the season was played entirely in Sydney due to uncertainty surrounding state border closures during the COVID-19 pandemic).

From 2017 to 2018, five of their regular season encounters were played at Lilac Hill Park and characterised by close finishes, including: At the WBBL 02 season launch, Thunder captain Alex Blackwell said the Sydney Sixers "desperately want to beat us and we desperately want to beat them.

"[27] In a joint media conference ahead of WBBL 05, Sixers captain Ellyse Perry said she considers the Thunder "our biggest rivals" while the Thunder's Rachel Priest claimed "it was a really intense rivalry right when I started with the team".