Now approaching his 34th birthday and having not played in the top-flight for more than a decade, the well-travelled former Hull FC and Castleford Tigers scrum-half thought his chance of playing at the famous venue had long since disappeared.
However, he will do so as – after today’s Challenge Cup showpiece – Sheffield face Widnes Vikings in the inaugural 1895 Cup final, the new competition formed to give lower-tier clubs an opportunity to grace the hallowed turf.
Hull-born Thackeray, who joined Mark Aston’s side in the off-season after three years at Championship rivals Featherstone Rovers, is relishing the 80 minutes ahead.
“I am supposed to be in Marbella,” he told The Yorkshire Post.
“This Bank Holiday Wembley weekend is one of the few times you can get away as a part-time player.
“I had to cancel but the wife still went. She flew out Thursday morning, left me with the kids and is flying back to get back for the game Saturday!
“I can’t wait now and we’re all looking forward to this.”
Sheffield famously created the biggest Challenge Cup shock in history by beating Wigan in the 1998 final, Aston claiming man-of-the-match.
They have had it tough for much of the intervening period but are currently enjoying some rich form.
Thackeray, who has also spent time at York City Knights, Halifax and Dewsbury Rams since coming through in the same Hull academy side as Danny Houghton, Craig Hall and Danny Washbrook, said: “This competition initially got some criticism.
“Part-time players were having to play Sunday, Wednesday, Sunday and take time off work so you can see why.
“But the closer it got to the final, the more people have got excited and for me, having my kids see me lead the side out at Wembley and maybe join us in the changing rooms afterwards, will be amazing. But it’s going to be great for the Eagles fans and the club, too, experiencing this as well as Tubby (Aston).”
Ironically, Thackeray – who has scored 22 tries in 29 games for Sheffield – also played for this evening’s opponents.
He said: “Obviously Widnes had their financial problems at the start of this year when they almost disappeared and it’s never nice to see that when people’s livelihoods are at stake.
“But they’ve come through it all thankfully. I had a great time at Widnes (from 2008 to 2011) and don’t have a bad word to say about them – although I won’t be thinking about that come Saturday!”
Thackeray, who works as a mortgage advisor, has some big-final experience as he recalled: “I was in the Cas side that beat Widnes to win promotion in ‘07.
“I’ve played a few Northern Rail Cup finals, too. They were always great games to be involved in; we beat Barrow with Widnes in 2009, lost to Batley the year after but I won it again with Halifax in 2012.
“Yet looking back those games were always in Blackpool. Compared to Wembley, it just is no comparison.”