Thorburn's father was Robert Thorburn, Queen Victoria's favourite miniature painter. The elder Thorburn was exacting: he tore up his son's weaker sketches. Archibald learned early that accuracy was not optional.

He began as a sportsman, attending shooting parties at Sandringham and sketching the birds he helped kill. Sometime before the turn of the century he wounded a hare and heard it scream. He hung up his gun permanently and spent the rest of his career painting the wildlife he had previously hunted. The shift from sportsman to conservationist is the central event of his life, though he rarely discussed it publicly.

He worked almost exclusively in watercolour, deeming oils too heavy and lifeless for the task of rendering a bird in its habitat. He enhanced his watercolours with tempera and Chinese white, achieving a luminosity that made the feathers glow. Each painting is a field study: the bird is anatomically correct, the vegetation is botanically identifiable, and the light belongs to a specific time of day in a specific season. His favourite haunt was the Forest of Gaick near Kingussie in the Scottish Highlands, where he first saw ptarmigan in 1883.

In his last years he refused electric lighting in his studio, preferring natural light and candles. He illustrated several editions of Swaysland's Familiar Wild Birds, produced Christmas cards that sold in enormous quantities, and became the most commercially successful wildlife painter in British history.

He taught Otto Murray Dixon and Philip Rickman, and when the young Donald Watson visited him in Dumfries and Galloway, Thorburn encouraged him to continue. The tradition of British bird painting runs through his studio.