He was born the son of Sir Henry Frederick Thynne of Caus Castle, Shropshire, and Kempsford, Gloucestershire, and his wife, Mary, daughter of Thomas Coventry, 1st Baron Coventry of Aylesborough. He succeeded his father as 2nd baronet (1681) and married Frances, daughter of Heneage Finch, 3rd Earl of Winchilsea. He was descended from the first Sir John Thynne of Longleat House. He was educated at Kingston Grammar School and entered Christ Church, Oxford on 21 April 1657. He was invested as a Fellow of the Royal Society on 23 November 1664.