This answer depends on the geographic location of the asker. In the United states, 12-gauge steel is 0.1094 inches or 2.78 millimeters thick. In Great Britain, 12-gauge steel is 0.109 inches or 2.769 millimeters thick.
Guages in the two countries differ slightly. In the United States the Manufacturers' Standard Gauge is determined based on an average weight of 41.82 lb (18.96 kg) per square foot per inch thick. In Great Britain, the Birmingham Wire Gauge (or Stubs Iron Wire Gauge) sets gauges from 00000 to 36, but the thicknesses do not correspond to any specific mathematical pattern. Instead, it moves in steps ranging from a 0.001" thickness in higher guages to 0.046" between the lower gauges.