Esbjerg In 2006, Thorup returned to
Esbjerg fB as assistant coach to
Troels Bech. After the dismissal of his boss in November 2008, he took over the team as caretaker manager for three games, but then returned to the role of assistant to new head coach
Ove Pedersen. After his resignation on 14 March 2011, he was promoted to head coach, but could not prevent relegation from the
Danish Superliga. After achieving direct promotion the following year, the team placed themselves in middle regions of the league table and won the
Danish Cup in
2012–13,
Denmark U21 On 21 February 2013 it was announced that starting 1 June 2013 he would become the manager of the
Denmark under-21 national football team, thereby leaving
Esbjerg fB. As the coach of the under-21 team, he took part in the
2015 UEFA European Under-21 Championship, in which the Danish team reached the semi-finals. There, they lost to eventual winners
Sweden.
Midtjylland After the European Championship, Thorup returned to club football and took over
Midtjylland as the successor to
Glen Riddersholm, who had resigned after winning the league title – Midtjylland's first. After they were eliminated from qualifying for the
UEFA Champions League by Cypriot club
APOEL, the team survived the group stage of the
2015–16 UEFA Europa League under Thorup's leadership. In the round of 16, the club caught the eye with a 2–1 first leg win over
Premier League giants
Manchester United, but were eliminated from the competition after a 5–1 defeat in the second leg.
Gent and Genk On 10 October 2018, Thorup was recruited to succeed
Yves Vanderhaeghe as coach of the Belgian club
Gent off the back of a 5–1 home defeat to
Racing Genk leaving the Buffalos seventh in the league table, one place off the title play-offs. Under Thorup, Gent rallied to qualify for the Champions play-offs, finishing fifth, and reached the
Belgian Cup Final, losing 2–1 to second-flight
KV Mechelen for only the second occasion a club outside the top division had won the Cup in Belgium. The result also denied Gent a place in Europe, with the top three in the league plus the winners of the Cup Final and the European Play-Off Final qualifying. But an investigation into events from the previous season, where Mechelen were determined to have made an attempt to fix the result of an end-of-season game against
Waasland-Beveren on 11 March 2018 to try and prevent their relegation. Mechelen were allowed keep the Cup and their newly-secured top-flight status, after winning the Division 1B title in tandem with winning the Cup, but were banned from Europe for a season as part of the
2017–2019 Belgian football fraud scandal, resulting in all Belgian clubs moving up a place in terms of European qualification, with Gent next in line. The Buffalos qualified for the
UEFA Europa League, starting in the second qualifying round against Romanian club
Viitorul Constanța. Through the other qualifying rounds, the club finally reached the group stage, where they won Group I with three wins and three draws. Gent took part in the round of 32, where they were eliminated by
Roma. With eleven weeks still to play in the 2019–20 season, the league was suspended due to the
COVID-19 pandemic, with Gent lying second behind
Club Brugge. Unlike most other major leagues, the Pro League decided against restarting the current season, announcing Club as champions, with Gent as runners-up taking a third qualifying round place for the
2020–21 UEFA Champions League. After losing their first two games of the 2020–21 season to
Sint-Truiden and
Kortrijk, Thorup was suddenly dismissed as coach on 20 August 2020. By the time Thorup was hired by league rivals
Genk as their new coach a month later on 24 September, his direct replacement at Gent, László Bölöni, would himself be fired after only three games in chanrge, with
Wim De Decker taking charge, until his firing in November . Thorup received a contract at Genk until the summer of 2023, but was at the helm for only six games before being tempted back into Danish football.
Copenhagen In early November 2020, Thorup received an offer from
Copenhagen to become their new head coach, after their former manager
Ståle Solbakken had been dismissed on 10 October. At Thorup's request, his contract was terminated by Genk. Thorup signed a contract in Copenhagen until the summer of 2024. In his
first season as manager of Copenhagen he guided the club to a third place finish in the
Danish Superliga. This meant that the club participated in the inaugural season of the
UEFA Conference League, and Thorup led his team to the Round of 16, in which they were defeated by
PSV Eindhoven. His second season in charge of Copenhagen ended with the club being crowned as Danish champions after winning the
2021–22 Danish Superliga. The
2022–23 Danish Superliga started poorly for the club, but they managed to qualify for the
2022–23 UEFA Champions League after defeating
Trabzonspor 2–1 on aggregate. Howerver, on 20 September 2022, Copenhagen announced that the club had parted ways with Thorup as their head coach, due to the poor start to the Superliga season.
FC Augsburg He was appointed as the new head coach of
FC Augsburg on 15 October 2023. Thorup took over the club in 15th place and managed to guide them to an 11th place in his
first season. In the
2024–25 Bundesliga season, he guided the team to a 12th place. However, on 23 May 2025 he was sacked by the club citing "for the further development and direction of our club" as the reason.
Al Ahly On 8 October 2025, Thorup became the head coach of
Egyptian Premier League club
Al Ahly, signing a two-and-a-half-year contract. ==Managerial statistics==