The English winger has not shown his best qualities since signing for a mega fee from Borussia Dortmund in the summer.
Sancho was the United Man of the Match, as voted by supporters, after the 1-1 draw against Burnley at Turf Moor.
"He seems to have gained his confidence," MUTV pundit Thornley told the club's website.
"Obviously, United fans are very forgiving, either for someone promoted from the youth team, they seem to give them a little bit of an elongated stay if you like, but also the new players that come in. It's because they're so desperate for them to do well. After a while, though, this might fade but his form has been great.
"There was a little bit of a worrying spell for Sancho and even things that were second nature to him in Germany were proving more difficult here. All of sudden, I don't know what the catalyst has been for that, maybe the brilliant goal at Chelsea, but I don't think there was ever any doubt he's got the inclination, the skill and mindset to want to succeed.
"At the moment, he's bringing it, everything he's got in his armoury, and is showing Manchester United fans and his team-mates just what he's capable of," added Thornley. "If we get all 11 of them performing like they did on Friday night and in the first half last night for 90 minutes, it'll double his output. He'll stay on the field and be more regularly involved and is bound to create more goals and score more goals.
"I think it is confidence and the thing is you can see is he's not as ready or as quick to get rid of the football, like he once was. He wants to hold onto it and draw defenders towards him, beat defenders and, whether he uses his team-mates or does it on his own with a bit of skill, we love seeing it. It's what it's about having wingers in the team, to excite people and get them out of their seats."