Thielbar signed a minor league deal with the Minnesota Twins for the rest of the 2011 season. The Twins added him to their 40-man roster after the 2012 season. On May 20, 2013, Twins promoted Thielbar to MLB. He made his MLB debut that day, pitching two innings. He became the first South Dakota State baseball player to reach MLB. He would remain in the Twins bullpen for the remainder of the season, appearing in 49 games and pitching 46 innings with a measly 1.76 ERA and 0.826 WHIP. In 2014, he began the season in the Twins bullpen, notching 54 appearances in which he pitched 47.2 innings. His ERA jumped nearly two runs higher than in his debut season, finishing with a 3.40 ERA. In 2015, he pitched five innings for the team. On July 31, 2015, he was designated for assignment after appearing in just 6 games.
On August 8, 2015, San Diego Padres claimed Thielbar off waivers from the Twins. The Padres assigned him to their Triple A affiliate, the El Paso Chihuahuas, for whom he pitched 12.1 innings, giving up only one earned run. He was designated for assignment on August 30.
Second Stint St. Paul Saints
On March 29, 2016, Thielbar signed with the St. Paul Saints of the American Association of Independent Professional Baseball. He was 5-2 with four saves and a 2.39 ERA in 64 innings.
On November 17, 2016, Thielbar signed a minor league deal with the Miami Marlins. He was released on March 31, 2017.
Third Stint with St. Paul Saints
On May 27, 2017, Thielbar again signed with the St. Paul Saints for the rest of the 2017 season. He was 2-1 with one save and a 2.01 ERA in 22.1 innings in which he struck out 23 batters.
On January 23, 2018, Thielbar signed a minor league deal with the Detroit Tigers. He split the season between the AA Erie SeaWolves and the AAA Toledo Mud Hens, and was a combined 7-1 with a 2.05 ERA in 57 innings. He resigned a minor league deal on October 30, 2018. He was assigned to AAA Toledo Mud Hens for the 2019 season, for whom he was 2-1 with four saves and a 3.30 ERA, as in 76.1 innings he struck out 92 batters.
On August 30, 2019, Thielbar was traded to the Atlanta Braves in exchange for cash considerations. He pitched two scoreless innings and had one save for the team's AAA affiliate in Gwinnett. He became a free agent following the 2019 season. After the season, on October 10, he was selected for the United States national baseball team in the 2019 WBSC Premier 12.
Second stint with Minnesota Twins
On December 13, 2019, Thielbar signed a minor league deal with the Minnesota Twins.
