Between 1999 and 2002, he joined his former superior in Lyn, Teitur Thordarson, as assistant coach in Flora Tallinn, Estonia and SK Brann.
In 2005, Thodesen took over Sandefjord Fotball, and led the club to its first promotion to Tippeligaen in his first season, after a dramatical last round in the 2005 Norwegian First Division, where Moss FK were beaten 4–3.
In the next season, Thodesen was fired on 7 May 2008, the day after a humiliating loss to Notodden FK took Sandefjord to a 15th place in Adeccoligaen.
After two years, he left FK Tønsberg stating that "the current economic situation in the club does not allow a full time coach".
[12] Following a tenure as assistant manager of Emirati club Baniyas, Thodesen moved back to Vestfold and was hired at Re Upper Secondary School.
[19] After spending 2021 in Kvik Halden FK, Thodesen was hired as manager of the Senegalese second-tier outfit Oslo Football Academy.