Reports have emerged that chairman Karl Oyston has targeted Portsmouth boss Michael Appleton as the man he wants to appoint as successor to Ian Holloway, who left on Saturday to take over at npower Championship rivals Crystal Palace.
"We have been concentrating on the game today so I don't know what the speculation is at the moment," Thompson, whose name was chanted a number of times by the travelling support, said. "Karl will probably sit down and find out who is going to take over here. Whatever happens you have a fantastic bunch of players with some great support."
He added: "Whoever comes in, whatever role I am taking, I will just give it 100% like I always do at the club. You have got a special bunch in there.
"I will speak to the chairman either on the way home or some time tomorrow. Just like I did on Saturday to let him know how it went on. All we can do is concentrate on Bolton now and make sure the lads put in a performance like that again.
"I'm not sure what Carl is thinking. I spoke to him yesterday and I'm just keeping it ticking over until something gets finalised. I don't know who's going to come in. Whoever does come in, I will support them and I will back them because Blackpool is a special club."
Thompson was delighted with his team's performance, adding: "The big satisfaction for me is the clean sheet. We worked on things regarding Sheffield Wednesday and the set pieces and how they play. I'm chuffed with the defenders and also the performance of Chris Basham, who I thought was absolutely immense."
Sheffield Wednesday manager Dave Jones bemoaned the decision not to award his side a first half penalty. With the below-par Owls 1-0 behind, lively winger Michail Antonio was clumsily brought down in the area, but referee Andy D'Urso waved away the protests.
"We had a stone wall penalty again which the referee said Antonio went down too easy," Jones said. "But I think a pull is not going down too easy. I'm getting fed up now, the referee has to give that.
"He is clipped from behind and pulled by the arm and that is a clear penalty. One day someone is going to see it, but they just pat it off as 'he went down too easy'."