Thune was born in Seattle, Washington to parents Erik and Cindy Thune. He has one sister and twin brothers. At age 24, Thune moved to Los Angeles to pursue his career in stand up and has been gaining popularity. He has performed on The Tonight Show eight times, and was featured in a Comedy Central Presents special in 2007. Aside from numerous stand up gigs, he has also landed small but memorable roles in movies such as Knocked Up and Unaccompanied Minors.
In February 2009, Thune performed at the DTD Reality concert at the University of Southern California. Thune's debut album Thick Noon was released on February 23, 2010 by Comedy Central Records.
Thune was cast as a lead in the 2010 NBC pilot for "Beach Lane" starring opposite Matthew Broderick.However, the pilot was not picked up as a series. He has since made guest appearances on the comedy programs Traffic Light and Happy Endings in 2011.