It really depends on the kind of thriller film. Like all genres, there are sub-genres and to really give an accurate answer to your question you would have to specify what kind of thriller film.
Silence of the Lambs and No Country for Old Men are considered the two best thrillers in recent memory... and they're rated R. Their target audience was probably for the young male adults.
Meanwhile, there are those thrillers that are borderline horror films, such as M. Night Shyamalan films The Sixth Sense, Signs, The Village. Since they're close to horror (and horror films target teenage girls), the demographic would be slightly different... probably younger and more female based.
And then there are legal thrillers (Fracture, Runaway Jury) and crime thrillers (Memento, Se7en) that target a more mature audience... and classic thrillers (any Alfred Hitchcock film) that are rated PG, but are intended for adults.
But if you just need a target audience for a generic thriller film... I'd have to say the young adult demographic from 18-25.