But the score was ruled out for a knock-on in the build up, leaving the hosts with the 21-18 victory and Steve Tandy's men shellshocked.
Thornton insists the Ospreys should be encouraged by an otherwise memorable GUINNESS PRO12 campaign though - and the 20-year-old acknowledged the semi-final had provided him with some noteworthy milestones.
"Coming on against guys like Paul O'Connell in that match is crazy - I've grown up watching him, and the next thing you are up against him on the field," the lock told Wales Online.
"You are in a bit of awe with his reputation but you are just two guys, second row on second row.
"You have to get on with things, show him respect but get stuck in. I remember Munster were on our try line and he went to pick and go and I took his legs away.
"It was good to get that ticked off the checklist and say you have tackled Paul O'Connell.
"It was also the first time I've been in the second row with Alun Wyn Jones at the same time, it was brilliant coming on and to say I have played with him is fantastic.
"The way the game ended with the knock-on was a bit disappointing.
"I went into the ruck and didn't see the knock-on, I just saw the break and then saw Josh score the try.
"I just thought 'yes!' and we had won but they pulled it back. It was gutting we did not go all the way but we should be proud of where we got to."
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