[9] An etymology report suggests that the name Thornton derives from the Old English lemmas þorn and tūn, "town of thorn bushes".

Other nearby small settlements included Roxby, Farmanby, Thornton, Ellerburn and Leidtorp; four of these eventually joined to become the village.

[12] In 1066, the Lord was Earl Morcar and by 1086, the Crown (King William) owned this area;[13] it was later transferred to Count Odo and his wife.

[9] For nearly a century, the Burgess animal feed company has owned the mill, initially using it for manufacturing its products, and later as offices.

[20] In the Middle Ages, Roxby, just west of the village, was a separate manor, which fell into the hands of the Cholmeley family in 1499.

[27] St Hilda's Church, Grade II* listed, is in the tiny village of Ellerburn which is part of Thornton-le-Dale.

[29] In 1657,[30] builders were given orders to erect 12 almshouses and a school, thanks to an endowment left by Elizabeth, Viscountess Lumley who had died earlier that year;[31] her family had owned much of the land in the area.

[32] The buildings, between the village green and the bridge, completed in 1670,[33] are supported by the Lady Lumley's Almshouse Trust.

The 12 bungalows were restored in the 19th century, and in 2014, a major renovation was completed by the Trust on the Grade II listed buildings.

[36] A book published in 2012 included photos of the Thatched Cottage circa 1920's, and stated that in that era, the building was covered in plaster and had significantly fewer windows.

[42] The Thornton Dale railway station opened in 1882 and closed to passengers in 1950, with a freight train from a quarry in the village continuing to use the tracks until 1964.

[43] After being used for several purposes, including offices and a caravan park, the station was converted into three holiday rental cottages.

[47] The parish is in the Thornton Dale and the Wolds electoral division of the unitary authority of North Yorkshire Council.

[53] A regular attraction is the Motor Museum, owned by D. T. Mathewson, which exhibits a collection of classic and vintage cars from 1918 to 1976.

The Mathewsons run a car and automobilia sales auction,[54][55] which has also been regularly shown in a series called Bangers & Cash made for the Yesterday TV channel,[56] with a spin-off series featuring Derek, Paul and Dave Mathewson named Restoring Classics.

[58] The North Yorkshire Moors Railway in nearby Pickering offers rides on a steam or heritage diesel train on one of the historic lines in the area and is known to television viewers as the heritage line featured in Channel 5's The Yorkshire Steam Railway: All Aboard.

[68] The Thornton le Dale players, formed in the 1940s, puts on plays in spring and summer, with a major production usually held in November at the village hall.