Born in New England, the son of a physician, the artist studied at the Gerome Studio in Paris. He became good friends with Thomas Millie DOW, and in 1884 the two travelled to the USA where they painted landscapes together in the Hudson Valley.

After Millie Dow and his family had moved to St Ives in 1896, it is thought that Thayer visited them there, and while visiting in Cornwall he painted portraits of Millie Dow's children and several landscapes. While in St Ives, he lived and worked at 5 Bellair Terrace (1891) following the death of his first wife, and visited again in 1894.