Thornhill decorated palace interiors with large-scale compositions. The figures of these wall paintings are commonly shown in idealized and rhetorical postures. Examples are the allegorical wall and ceiling decorations of the Painted Hall at Greenwich Hospital[?] (1707-27) depicting the Protestant succession of English monarchs from William and Mary to George I; the eight scenes executed in grisaille[?] from the Life of St. Paul in the cupola of St Paul's Cathedral (1716-19); and the ceiling of the Great Hall in Blenheim Palace, painted in 1716 and showing the Duke of Marlborough's victory at the Battle of Blenheim during the War of the Spanish Succession. In Dorset, his birthplace, Thornhill decorated the reredos[?] at St. Mary's Church, Weymouth[?], with a picture of the Last Supper. He also painted some portraits.
In 1718 Sir James took a large house on Covent Garden Piazza, and in 1725 he built Thornhill House in the south of Stalbridge, near Sturminster Newton, Dorset. He probably designed this house himself in the Palladian manner.
In 1711, Thornhill was one of the 12 original directors of Sir Godfrey Knellers academy at Great Queen Street[?], London. In 1716, he succeeded Kneller as Governor there and held the post until 1720. He then established his own private drawing school at Covent Garden, but this was soon closed. In October 1720, Louis Cheron[?] and John Vanderbank[?] opened another academy in an old Presbyterian meeting house in St. Martin's Lane, which survived a few years. One of the subscribers was William Hogarth. In November 1724, Thornhill made a second attempt to establish a new free academy in his private house at Covent Garden. This was more successful, and Hogarth must have been a member from the beginning. On 23rd March 1729, Hogarth married Sir James' daughter Jane.
At the end of his life Thornhill received no further major commissions. So he began to copy the Raphael Cartoons[?] at Hampton Court[?]. Apart from full-size copies, completed in 1731, he made 162 smaller studies of heads, hands and feet intending to publish them in printed form for the use of art students, but his death left this work unfinished. The original small wash designs of details of the Raphael Cartoons are now kept in the Victoria and Albert Museum, London.