In 1939, at the start of the Second World War, Thorne became GOC 48th (South Midland) Infantry Division, which played an important role in the defence of the Dunkirk perimeter in 1940. He then became GOC XII Corps before being appointed GOC Scottish Command and Governor of Edinburgh Castle from 1941 to 1945. As GOC XII Corps, he founded the innovative XII Corps Observation Unit as a prototype of the Auxiliary Units guerrilla organisation. Whilst in Scotland, he was involved in the creation of War Office Selection Boards and responsible for the Fortitude North deception plan, as well as preparation for the liberation of Norway.