The earliest inhabitants of the Thornbury area were of the Neolithic and Bronze Age cultures. No established sites have been found in the near locality, but finds include a polished flint axe at Vilner Farm and a barbed and tanged arrowhead near Marlwood School. The Roman presence is indicated by coins found during building works at sites including the Armstrong Hall and the police station, where Roman pottery was also recovered. No buildings have been unearthed and it has been suggested that the area was occupied by farmers living in timber buildings and supplying produce to the Roman garrison at Gloucester.

Before the Norman Conquest, Thornbury was held by Earl Brictric, a Saxon thane who also owned Sodbury and extensive estates elsewhere in the area. At that time it was a village, no more than a collection of thatch—and-daub huts surrounded by fields. Brictric incurred the displeasure of a noble lady called Maud by somewhat ungallantly refusing to marry her. She later married William the Conqueror and, as Queen Maud, proved that ‘hell hath no fury' by arranging for Brictric's estates to be confiscated by the Crown and for him to be thrown into Winchester Prison where he subsequently died. In Norman times, therefore, the Manor of Thornbury with the village and its newly-built church passed into Royal hands. After Queen Maud died, William Rufus gave the Manor to FitzHamon for services rendered in Glamorgan, and at the same time the parish church was granted to the Abbots of Tewkesbury, who collected tithes from Thornbury and appointed its vicars up to the time of the Dissolution.

By the 13th century Thornbury was sufficiently important Borough and it retained that status up to 1883 until when the administered by a Mayor and 12 Aldermen. Some of the Borough prope days, including an oak coffer dated 1615 containing the municipal scales and measures, passed into the custody of the Thornbury Town Trust held by the Town Council.