Thiry began competing in 1981 in the Belgian Rally Championship, his first car a Simca. His progress through the domestic scene was rapid, and his consistency at national level attracted attention from teams looking for reliable drivers who could perform in international competition.
From 1991 to 1993, Thiry joined the GME team, which competed selectively in both World Rally Championship events and non-WRC events. He recorded his first international podium finish in 1992 on the final running of the Rallye Côte d'Ivoire, placing second in an ex-works Opel Kadett GSI on one of the most physically demanding events in the calendar. In 1993, driving an Opel Astra in the F2 category, Thiry collected victories across multiple WRC rounds and helped GME to the inaugural FIA 2-Litre World Cup manufacturers' title.
Thiry joined the Ford team in 1994, driving a Ford Escort RS Cosworth. That year he finished fifth overall in the WRC drivers' standings, his best championship season result. He took third place in the RAC Rally in 1994, and returned to the podium with third-place finishes at the Rally Sanremo and Rally Catalunya in 1996. These results established him as a reliable and competitive presence in the upper reaches of the WRC field without breaking through to the race-winning level.
In 1997, he won the Rally of the Azores in a privately entered Escort Cosworth, adding an outright WRC victory to his record. The following season, 1998, he continued with Ford across thirteen rounds; he missed only the Safari Rally and Rally Portugal, both absences caused by an accident that left him with two broken ribs — Ari Vatanen stepped in as replacement for those events. In 1999, Thiry took on the role of third driver for the Subaru World Rally Team, competing in a Subaru Impreza.
The 2001 season saw Thiry with the Škoda Motorsport team in the Octavia WRC, a campaign that proved disappointing, with eighth place finishes in the Monte Carlo Rally, the Cyprus Rally, and Rally Great Britain as his best results. A significant shift in fortune followed when he moved to a Peugeot 206 WRC programme in 2002 and 2003. He won the Ypres Rally in both seasons, a home event in Belgium where his local knowledge and experience on asphalt proved decisive. In 2003, the combination of five victories and consistent results brought him the European Rally Championship title.
In 2004, he competed in a Citroën C2 S1600 and finished as runner-up in the European Rally Championship standings.
After 2005, Thiry largely stepped back from professional motorsport, making only occasional appearances. A noteworthy return came in 2006 when he claimed second place on the Rally of Condroz in a Peugeot 307 WRC, demonstrating that his pace had not significantly diminished even in semi-retirement.
Thiry represents a generation of Belgian rally talent who competed successfully at the highest international levels without the manufacturer resources available to the elite factory programmes. His 1994 WRC season remains his strongest in the world championship, and his 2003 European Rally Championship title was the culmination of a consistent and determined career built from amateur beginnings in domestic events.