Fink began his career with Borussia Dortmund's reserve squad before moving to SG Wattenscheid 09, where he helped them gain promotion to the first division of German football, the 1.

He subsequently spent seven seasons at Bayern, five of which as a regular, but lost his place in the starting lineup in 2002 and was transferred to the club's reserve squad in the German third division, the Regionalliga, in February 2003, although he managed a return to the Bundesliga squad in late April 2003.

Fink came on as a substitute late in the game, but his sliced clearance in the 91st minute led to United's equaliser, with the ball breaking to Ryan Giggs whose shot was turned into the net by Teddy Sheringham.

While still playing for Bayern, he had already graduated from Cologne Sport University, in December 2005, after taking a course on coaching.

Fink took over as head coach of FC Ingolstadt 04 on 4 January 2008, replacing Jürgen Press, who was sacked on New Year's Day.

[3] Ingolstadt started the 2008–09 season by losing to Hamburger SV in the first round of the German Cup.

[7] On 9 June 2009, Fink was appointed manager of FC Basel as replacement for Christian Gross.

Young prospect Valentin Stocker and club legend Scott Chipperfield gave Basel the goals in the 2–0 victory on 16 May.

[14] Fwayo Tembo left FC Basel after he accused club coach Thorsten Fink of making racist remarks towards him during a training session.

"[15] On 13 October 2011, Fink signed a contract with Hamburger SV to manage the German Bundesliga club through to 2014.

[20] the team equaled the club's record Bundesliga defeat, losing 9–2 at the Allianz Arena to FC Bayern Munich.

[26] Following a run of disappointing performances and one day after a questionable 1–0 loss to Apollon Limassol, Fink was sacked by APOEL on 11 May 2015,[27] although at that moment the team were two points clear at the top of the league with only two matches remaining.

[41] After disastrous results of only one point out of his last eight matches in the Swiss Super League[41] and standing in last place Fink was sacked on 4 March 2019.

[41] On 8 June 2019, Fink was appointed as the new manager of Vissel Kobe, replacing the outgoing Juan Manuel Lillo.

[50] In May 2023, Fink was appointed head coach of Belgian side Sint-Truiden, succeeding Bernd Hollerbach.