Learning to write any genre of fiction is mostly the same set of skills - character exposition, scene setting, pacing, and so on. Start with the general and then move on to the specifics would be my suggestion.
I don't follow the thriller genre much, but in my chosen genre (science fiction) there are a lot of popular authors who write blogs where they discuss writing topics. Are you following your favourite authors' blogs? It's also worth looking for publishing industry blogs (e.g. editors or agents) that might put a broader perspective on things.
And, as always, make sure you're reading a lot. Be well-read both inside and outside your genre -- both are critical.