Thoreau is a census-designated place (CDP) in McKinley County, New Mexico, United States. The population was 1,863 at the 2000 census. It is majority Native American, primarily of the Navajo Nation, as this community is located within its boundaries.

McKinley County is a county in the northwestern section of the U.S. state of New Mexico. As of the 2020 United States Census, its population was 72,902. Its county seat is Gallup. The county was created in 1901 and named for President William McKinley.