Thornhaugh is a civil parish and village in the city of Peterborough unitary authority, Cambridgeshire in the United Kingdom.

For electoral purposes the parish forms part of the Glinton and Wittering ward and is in the North West Cambridgeshire constituency.

Thornhaugh (or Thornhaw) is derived from Old English and means a thorn enclosed low-lying meadow beside a stream.

In the south transept is the tomb of Sir William Russell (died 1613), with recumbent effigy and kneeling figures of his three brothers and three sisters.

Excavations have found two Roman villas, a corn drier and storage building - an ideal site being adjacent to Ermine Street and next to a spring.

Within the parish of Thornhaugh is Bedford Purlieus National Nature Reserve, an historic woodland of 520 acres and part of the ancient Rockingham Forest.

Reptiles at the site include adders, grass snakes, common lizards and slow worms.

Bedford Purlieus is managed by English Nature and Forest Enterprise in partnership and is open to the public during daylight hours.

There is significant confirmation of Roman industrial occupation within the wood with many iron ore extraction pits and evidence of a bath house.

During the Second World War, Bedford Purlieus was used as part of RAF Kings Cliffe for airmen's living accommodation which were dispersed around the woods to reduce the risk of being hit in the event of an air raid.