In July 1884, Thompson began his professional baseball career at age 24, playing for the Evansville, Indiana, team in the Northwestern League. A scout for Evansville travelled to Danville and was referred to "Big Sam", who was working on a roof in Stinesville. Thompson was initially reluctant to give up his carpentry career and travel 150 miles to Evansville, but he ultimately agreed to give it a try. Unfortunately, the league folded in early August 1884, after only five games. In five games at Evansville, Thompson compiled a .391 batting average.

Thompson signed with the Indianapolis Hoosiers of the newly formed Western League in 1885. He compiled a .321 average in 30 games with the Hoosiers. He was approached by a Union Association team and offered more money, but in a show of "steadfastness to his word", Thompson refused the offer and remained with Indianapolis at a pay of $100 per month. The Hoosiers were the dominant team in the Western League, compiling an .880 winning percentage.

In mid June 1885, the Western League disbanded, and a mad rush developed to sign the players on the Indianapolis roster, a line-up that included Thompson, Deacon McGuire, Sam Crane, Chub Collins, Jim Donnelly, Mox McQuery, Gene Moriarty, and Dan Casey.

Thompson later told the colorful story of his acquisition by Detroit. Detroit sent two representatives (Marsh and Maloney) to Indianapolis, principally to sign the Hoosiers' battery of Larry McKeon and Jim Keenan. The Wolverines were outbid by the Cincinnati Reds for McKeon and Keenan but wound up with the Hoosiers' manager (Bill Watkins) and the rest of the team's starting lineup. The only catch was that a 10-day waiting period would allow other teams to outbid Detroit. Marsh and Maloney promptly sent the players to Detroit and quartered them in a hotel there. The next morning, the players were told that the team had arranged a fishing trip for them. The players boarded the steamship Annette and enjoyed the first day and night of successful fishing. After three days, the players became suspicious, but the ship captain laughed when asked when they would return to Detroit. As the players became mutinous on the sixth day, the captain admitted he had been ordered to keep them "out at sea" for 10 days. In another account, Thompson described his 10 days aboard the Annette as follows:

"We were prisoners, but well cared-for prisoners. Anything in the line of creature comforts you could find packed away on ice. We lived on the best in the market, and spent the rest of the time in fishing and playing poker, chips having very thoughtfully been provided. On the night of the tenth day, at midnight, we were all taken ashore where Watkins met us and signed us to our contracts."

The players were only later presented with their accumulated mail which included scores of offers from other clubs. A writer in the Detroit Free Press later noted: "Detroit magnates showed some inside baseball brains and great finessing in sending the players away from all tempters for that period when they belonged to no club."

Regardless of the trickery by Detroit, Thompson considered Detroit to be a mecca. He recalled his first time in 1885 viewing Woodward Avenue with Indianapolis teammate Mox McQuery. They gazed with "open-mouth amazement" at the "wondrous pavements", having never seen a street as "clean and smooth as a table."