Cheechoo scored his 50th and 51st goals of the season 44 seconds apart, with Thornton assisting on both, to lead the San Jose Sharks to a 3-2 victory over the Phoenix Coyotes.
"That shift was the only good shift we had all night but it saves two points for us," Thornton said. "It was a tough night, but I'm glad we got the two points."
Nils Ekman also scored for the Sharks, who beat the Coyotes for the first time this season (1-6-1).
San Jose moved one point ahead of the Colorado Avalanche and two points ahead of the Edmonton Oilers into sixth place in the Western Conference standings. The Oilers have three games to play, the Avalanche and Sharks four each.
"We feel good about where we are from the last few months let alone the last few weeks," Sharks defenseman Scott Hannan said. "We knew it was going to come down to the end of the season. We're right where we wanted to be."
Mike Comrie and Steven Reinprecht scored for the Coyotes, who have lost four straight.
Cheechoo became the first San Jose player to score 50 goals when he beat David LeNeveu from the low slot and gave the Sharks a 2-1 lead at 11:47 of the second period.
He made it 3-0 at 12:31, corralling a rebound near the goal line to LeNeveu's right and bouncing the puck off the goalie's back for his 51st.
"There was still an angle there," Cheechoo said. "I knew he was paying attention to the other side of the net. Joe made a great pass and I basically just tried to get it on net and get it up a bit where he'd have trouble controlling it."
Jaromir Jagr of the New York Rangers leads the NHL with 53 goals. Atlanta's Ilya Kovalchuk is tied for second with Cheechoo.
"I've had four guys do it and they all go for it," Sharks coach Ron Wilson said. "They all go to the net hard and live for the red light to go on. That's what they all have in common."
"Their power play was good when it had to be good and they capitalized when they had to and did it," said Coyotes coach Wayne Gretzky, who holds the NHL record with 92 goals in a season.
Cheechoo has scored 44 of his goals since Thornton was acquired from the Boston Bruins on Dec. 1, with Thornton assisting on 34.
Thornton also provided an unrecorded assist, recovering the puck after Cheechoo's milestone goal.
"He dove into the net for it," Cheechoo said. "It was pretty cool. We've just seemed to connect since he's gotten here. It was nice for him to get an assist on it, too."
Reinprecht pulled the Coyotes within 3-2 with 8:10 remaining when Sharks goalie Vesa Toskala stopped the initial shot only to sweep the puck into his own net with the end of his stick.
Ekman gave San Jose a 1-0 lead at 9:05 of the first period when LeNeveu made a diving save of a shot by Cheechoo but couldn't control the rebound. Mat Carle gained the puck to the right of the net and passed across the crease to Ekman, who fired into the open left side.
Comrie tied it 1-1 at 10:15 of the second period off a long rebound in the low slot.
"We battled hard and got some pucks on net but we just didn't get enough pucks and enough opportunities," Comrie said.
- Cheechoo and Patrick Marleau each set the franchise single-season points mark at 85 on Cheechoo's second goal. Cheechoo entered the game with 82 points, Marleau with 84.
- Even with the loss, the Coyotes finished with their most victories against a single opponent since posting an 8-0-1 mark against Edmonton in 1992-93.