He studied with Carlo Pedrotti, Carlo Fassò and Lorenzo Bellardi at the Liceo Musicale of Turin, After the diploma in 1883 Thermignon moved to Regensburg to complete his studies with Franz Xaver Haberl, at the Kirchenmusikschule that Haberl had founded in 1874. A noted musician and musicologist, Haberl was the pioneering editor of the complete works of Palestrina and Lassus. At the same Liceo Musicale later he taught musical theory (1882–89), choral singing (1886–93) and singing (1889-1900).
In the ten years from 1890 to 1900 he was director of the Accademia di canto corale Stefano Tempia di Turin.