In front of a packed audience on Court Suzanne Lenglen, the former US Open winner defeated Italy’s Agamenone 3-6, 6-3, and 6-2.
The 30-year-old Austrian will retire later this year, but he did not receive a wildcard to Roland Garros, where he finished second in 2018 and 2019.
Thiem needs to win two more wins to advance to the Grand Slam main draw, which begins Sunday.
He has struggled with a wrist issue since his success in New York in 2020, dropping to 131 in the world rankings.
Britain’s Billy Harris began his qualifying campaign with a 6-3, 4-6, 6-1 victory over American sports.