As a youth player, Thomasberg played for hometown club Haverslev IF as well as Aars IK,[1] before joining AaB in 1991.

He remained in that position for a year before being dismissed on 11 August 2009 and replaced by Allan Kuhn after to a poor start to the season.

[7] After being an assistant at Randers FC in the period 2013–16,[8] Thomasberg was presented as the new head coach for Hobro IK in the 1st Division on 5 January 2017 on a contract running until the summer of 2018.

He was originally supposed to have stepped into the role on 1 October 2018,[10] but Randers and Hobro reached an agreement that enabled Thomasberg to take over with immediate effect in his new club as of 16 June 2018.

[11] On 23 March 2023, Thomasberg was named the new head coach of FC Midtjylland, signing a contract through the summer of 2023.