Thornton was born in Hot Springs, Arkansas. He is the son of Virginia Roberta (née Faulkner), a psychic, and William Raymond "Billy Ray" Thornton, a high school history teacher and basketball coach. His father died when Thornton was 18. He has two younger brothers, Jimmy Don and John David. During his childhood, Thornton lived in both Alpine, Arkansas, and Malvern, Arkansas. He was raised a Methodist. Thorton grew up in a large family in a shack. It did not have electricity nor plumbing. Thornton graduated from high school in 1973. He was good high school baseball player. He tried out for the Kansas City Royals, but was let go after an injury.