Thrinaxodon probably lived in shallow burrows dug into hillsides or riverbanks.
A low-slung, sharp-toothed carnivore, Thrinaxodon lived in burrows, and its well-differentiated teeth suggest it ate small creatures like insects, reptiles, and other small animals. Clues to its remains show that this creature was more mammal-like than its synapsid ancestors. It had a fairly large head/skull with pits in the snout area which have suggested to some that it had whiskers, but the modern lizard Tupinambis has pits in the same area that are almost identical. An enlarged dentary bone strengthened either side of the lower jaw and contained sockets for its teeth. Along with other cynodonts, Thrinaxodon could chew and breathe at the same time, due to the evolutionary development of the secondary palate. Its chest and lower back regions were probably separated by a diaphragm - a muscular sheet that contracted to fill lungs, and would have enabled Thrinaxodon to breathe more efficiently than its ancestors.
In response to the wide daily temperature swings of the early Triassic, it may have been eurythermic, able to function at a broad range of temperatures; this could have laid the groundwork for the development of homeothermic endothermy. Like its predecessors, Thrinaxodon laid eggs, and there were many reptilian features in its skeleton.