Like his debut mixtape House of Balloons (2011), the Weeknd collaborated with producers and songwriters Doc McKinney and Illangelo; the duo produced Thursday in its entirety, and it contains fewer samples than its predecessor. Recorded in Toronto, the mixtape is also notable for its guest appearance from Canadian rapper, Drake.
Thursday has an unconventional and diverse musical style, drawing on downtempo, dubstep, dream pop, hip hop, rock, and reggaemusic. It contains similar themes to his previous works, exploring the Weeknd's drug use, libertinism, and experiences with love and newfound fame. He titled the mixtape as a reference to a contentious open relationship he had with a former lover.
Thursday received generally positive reviews from critics, who drew comparisons to House of Balloons. It was later commercially released as part of the compilation album Trilogy (2012), and included the single "The Zone" with Drake.