Both former players are in charge of the clubs where they established a name for themselves.
Solskjaer was a surprise appointment as United caretaker boss following Jose Mourinho's dismissal.
The Norwegian enjoyed less than a season in charge of Cardiff City and three years in charge of Molde in his homeland.
But the change in the dugout sparked a miraculous turnaround at Old Trafford, with Solskjaer leading the club to a run of nine wins in 11 matches, which saw him win the United job on a permanent basis.
It didn't take long for doubts to arise over the appointment however, as United ended the season with a horrible patch of games, eventually finishing in sixth-place on the table.
Lampard, on the other hand, led Derby to the Championship play-off final in his first season as a senior manager.
The appointment has lead to a general optimism around Stamford Bridge despite the club competing with a one-year transfer ban.
And Class of 92' graduate Thornley thinks their should be the same feeling around United with Solskjaer at the helm.
He told Tribalfootball.com: "It's amazing for me that an ex-player, who knows the club extremely well, has faced so much criticism, certainly when United went on that run from March until the end of the season.
"Let's have it right, these were exactly the same players who performed so unbelievably well from when Solskjaer first took charge at Cardiff before Christmas up until the international break, and then all the criticism was aimed at 'is Ole up to it?', and yet, Frank Lampard has got the job at Chelsea and everybody thinks it's a fabulous appointment. And the difference is what?
"He's an ex-player whose had very, very little experience, if not much less experience in management than Ole Gunnar Solskajer, and he's gone back to a huge club and nobody seems to have batted an eyelid and thinks it's a wonderful appointment.
"And I'm not saying it's not, but I just don't understand why Ole Gunnar has taken so much flak when he's an identical position [to Frank Lampard]."