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The challenge is seen as one of the most gruelling sporting events, sailing alone for 30,000 miles, non-stop and unaided around the world.
Held once every four years since 1989, the race has claimed three lives, and only 71 of the 138 vessels that have taken part have finished.
"Today is bitter-sweet for me," Thomson said before setting sail in France.
"I get to enjoy the atmosphere as thousands of people gather to wave me and the other sailors off, but I also have to say goodbye to my wife and children, which never gets easier as time goes on.
"The team has worked incredibly hard to get the boat ready and I am confident we now have a boat which is genuinely capable of winning the race."
Another 28 sailors are in action alongside Thomson, whose yacht cost £4.5m over two years to make, and are expected to be at sea for three months.
Sailor Alex Thomson has begun his attempt to become the first British winner of the Vendee Globe.