Thomas, 41, last played for the Oakland Athletics in 2008.
He ends his career tied for 18th on the major league home run list with 521 to go along with 1,701 RBIs, a .301 career batting average and a .555 slugging percentage. He won American League MVP awards in 1993 and '94 during his 16 seasons with the White Sox.
''He did it when a lot of guys were doing it the wrong way,'' White Sox manager Ozzie Guillen told the Chicago Sun-Times . "He did it clean."