In 2003–04, Thornton's production decreased to 73 points over 77 games. During the 2004–05 NHL lock-out, Thornton went abroad to play for HC Davos of the Swiss National League A (NLA). He played on a line with fellow NHL players Rick Nash and Niklas Hagman, helping HC Davos to win the League championship and the Spengler Cup. Nash and Thornton have subsequently kept in contact with HC Davos and their longtime coach Arno del Curto; Thornton returns to train with the club for up to a month each summer.