Thornton finished the 2015–16 season with 19 goals and 63 assists as the Sharks returned to the playoffs after a one-year slump. In the 2016 playoffs, the Sharks beat the Kings in the first round in five games, avenging a previous loss to them two years earlier. In the second round, they defeated the Nashville Predators in seven games and advanced to the Conference Finals for the first time since 2011, where the Sharks defeated the St. Louis Blues in six games to advance to the Stanley Cup Final for the first time in franchise history. This was also Thornton's first time playing in the Final in his career. However, the Sharks lost to the Pittsburgh Penguins in six games in the Finals. Thornton finished fifth in playoff points with 21 and second in playoff assists with 18. At the end of the season, Thornton was named a Second-Team All-Star for the 2015–16 season.