The Thiele Centre was founded in 2004 on the basis of a major grant from the Carlsberg Foundation. The Centre can be regarded as an embedding of the Aarhus activities of the earlier Centre for Mathematical Physics and Stochastics (MaPhySto), supported by the Danish National Research Foundation. About two thirds of the staff has been renewed since then. The majority of the present staff (representing 7 nationalities) has time limited appointments.

In 2007, based on a grant of the Danish Council for Strategic Research, the HistoInformatics project was initiated by the Thiele Centre and two collaborating partners from university and industry.