In 1756 he volunteered for military service with a Rhode Island regiment. Soon after, he joined Colonel Fry's Massachusetts regiment and served in Rogers' Rangers during three separate clashes with French-allied Indians. He became a prisoner after the Siege of Fort William Henry on August 9, 1757. He survived the massacre of many British prisoners by pro-French Indians that followed the surrender. The captured troops were stripped of their weapons and much of their clothing and made to march from the fort. A tomahawk-armed Native American seized Thayer by his under-waistcoat and began dragging him toward a swamp. The garment tore off, allowing Thayer to flee his captor. He soon joined another prisoner and the two were pursued by an Indian who tomahawked his companion to death. Thayer began sprinting and reached Fort Edward in safety. The effort of running a great distance on a hot day impaired his health and rendered him unfit for service for the rest of the French and Indian War.