The drainage basin of the Thelon River encompasses some . Located far from almost all human development, the Thelon and its surroundings are entirely pristine wilderness.
In 1770-71, English explorer Samuel Hearne crossed the Thelon while exploring Canada's northern interior.
Over the winter of 1926-27, Canadian naturalist John Hornby starved to death on the Thelon along with two other men. They had planned to hunt migrating caribou, but failed to find the herd. Nevertheless, on the basis of Hornby's earlier explorations with James Critchell-Bullock in 1923, the Thelon Game Sanctuary was established in 1927, renamed the Thelon Wildlife Sanctuary in 1956.
In 1927(?), the Norwegian explorer and writer Helge Ingstad went by dog sled to the headwaters of Thelon (Lynx Lake) together with native peoples from east end of Great Slave Lake. Read more in his book "The Land of Feast and Famine".
In 1990, the lower of the Thelon were designated a Canadian Heritage River. Although there is no road access to the river, a number of wilderness campers and canoeists visit the Thelon every summer.