Thornton found the hole at the 198-yard 11th from the tee in one of two eagles as the 36-year-old shot a six under par 65 in windy conditions.
"That was obviously pretty good," joked the Irishman afterwards.
"I just played really well, hit some good shots and in weather like that you just have to keep straight and that's what I do well."
He is four under for the tournament going into the final day, which was good enough for a share of the lead along with South African Tjaart van der Walt and Frenchman Baptiste Chapellan.
"I was making greens and giving myself chances and I managed to take them today," Thornton added. "The weather suits me, I like playing in a breeze.
"There were times when you could have hit any one of five clubs because the wind was unpredictable, but you just have to pick one and trust it."
"I holed about a 30-footer for eagle at the ninth and then the hole in one.
"I was in between a seven iron and an eight iron and I hit a nice smooth seven and it was all over the flag, one big bounce and it just rolled in, it was really good shot.
"There were a few high fives and shouts, it was my first one in a professional tournament so I was delighted."
Van der Walt started the day in a share of the lead and a round that included an eagle and a double-bogey saw him retain it with a 71.
Home hope Chapellan hit three birdies on his way to a 69 as he moved into contention.
Five bogeys, however, saw Robert Dinwiddie fall three shots off the lead with a 74.