Thundering On is the only foal of Thundering Nights (Night Of Thunder), who came from her sire's first crop and became his first Group 1 winner in Europe when taking the Gr.1 Pretty Polly S. She also won the Gr.3 Snow Fairy S. and was placed in the then Grade 2 New York S. and the Gr.1 Prix Jean Romanet. Thundering Nights died of colic in 2024 while carrying a full sibling to Thundering On.

Second dam Cape Castle (Cape Cross) won four races over middle distances. Thundering Nights is her only European-bred foal.

Third dam Kaabari (Seeking The Gold) won a maiden over seven furlongs at Lingfield and produced four further winners. She is the grandam of Ameerat Alzamaan (Ghaiyyath), a multiple winner in Saudi Arabia who was Group 3-placed.

The fourth dam is Cloud Castle (In The Wings), winner of the Gr.3 Nell Gwyn S., second in the Gr.1 Prix Vermeille and fourth in both the Gr.1 1000 Guineas and the Gr.1 Oaks in 1998. Her daughter Queen's Best (King's Best), winner of the Gr.3 Winter Hill S., produced Queen's Trust (Dansili), winner of the Grade 1 Breeders' Cup Filly & Mare Turf, and another daughter, Urban Castle (Street Cry), winner of the Listed River Eden S., is the dam of Domestic Spending (Kingman), a triple Grade 1 winner in the US. This is also the family of the Group 1 performer Luso (Salse).