 In 1697, he obliged all graduates of Salzburg's university to swear belief in the Immaculate Conception.He remained a harsh persecutor of Crypto-protestantism in his Salzburg lands; these measures were later once again intensified under his successor Leopold Anton von Firmian.On the other hand, Thun supported the leading members of the Braunau Parliament during the Bavarian uprising of 1705–06 against the occupying forces of the Habsburg emperor Joseph I.

Archbishop von Thun was buried in Salzburg Cathedral.