I hope this doesn't come off as arrogant, but your question is like saying you want to write a romantic love story and want us to explain how to make it romantic or you want to write a comedy and want us to explain how to make it funny. I mean, the thrill is the basic principle of a thriller. You must know how it works and what keeps you on the edge of your seat if you have ever read or watched one.
Sure, I could try and explain it to you, like I could explain what is romantic or how jokes work, but if you have read and watched a number of books and movies from the genre you want to write in and still haven't gained an instinctual understanding for what in the narrative has what kind of effect on you, then writing that genre probably isn't for you.
To be a little less unhelpful, here are some principles that create suspense in a thriller:
- high stakes (for the protagonist)
- plot twists when you don't expect them or in a direction you didn't expect
- a proactive protagonist with a morally grey personality
- an interesting antagonist the reader can (partly) identify with
- anxiety and fear
And a tip:
Reread some of your favourite books or rewatch some of your favourite movies in the genre with a writer's eye and try to understand how they create the effects they have on you.
Or write something else.