 On 25 February 1685 he married Anna Sykes, daughter of Richard Sykes, one of the lords of the manor of Leeds.In 1689 he established a mill for the preparation of rapeseed oil at Sheepscar; in which, as well as in his other mercantile concerns, he had little, or rather no, success.In 1690 Thoresby made the acquaintance of William Nicolson, an eminent antiquarian scholar and later Bishop of Carlisle, and from this point turned his mind towards the production of a history of Leeds and environs.