Thirlby began his career with Redruth before guesting for Penzance & Newlyn in the 1998 Safari Sevens tournament in Kenya where he was spotted by Kyran Bracken who recommended him to Saracens and Thirlby joined the club ahead of the 1998–1999 season. He made his Sarries debut in an Anglo-Welsh clash with Cardiff on 16 January 1999, kicking 11 points in a 36–22 victory. He made his Premiership debut against Northampton Saints on 6 February 1999 and went on to make 28 appearances for the club in the competition, scoring six tries.