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. 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 had roles in the movies Knocked Up and Unaccompanied Minors.
In February 2009, Thune performed at the DTD Reality concert at the University of Southern California.
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, and Don't Trust the B---- in Apartment 23 in 2012.
In 2017, Thune starred in Dave Made a Maze, playing the titular character. He also starred in the film People You May Know, directed by Sherwin Shilati.
