Donnarumma was jeered by the San Siro crowd during Italy's Nations League semifinal defeat this week after leaving Milan for PSG last summer.
Thuram told TMW: "I don't understand people, how can you forget so quickly?
“Donnarumma did so well and played many years at Milan, it seems strange that people forget all of that straight away. Above all, he was playing for Italy at this time."
He added: “This is a profession, you make choices. People think it is always the fault of a player when he moves, but that is not necessarily the case,"