Harmanpreet Kaur nearly gave Thunder an unlikely victory in Lilac Hill, Perth as Thunder fell 4 runs short.
Batting first, Australian international Ellyse Villani showed her class with a 55 ball 74, while fellow opener Nicole Bolton also made 32.
Thunder were unable to take a wicket until Cheatle bowled Bolton I the 13th over after 97 runs were already on the board. Villai eventually fell with Cheatle having her caught by Nicola Carey in the 17th over.
Three more wickets fell as Thunder tightened the pressure, Nicola Carey not bowling until the 18th over impressed and finished with 2-15 from her two overs.
Thunder suffered an early loss of Stafanie Taylor who was ran out without scoring, before Haynes (15) and Blackwell (39) started to build a respectable platform before starting to quicken the scoring only for both to be caught trying to go over the top, Blackwell making 39 from 37.
That brought in Indian captain Harmanpreet Kaur who made 64 from 37, in one of the most spectacular innings of the season, she hit a four and six sixes, to bring Thunder inches from victory.
She was joined at the end by Rene Farrell who made 7 from 7 as she rotated the strike with the Indian all-rounder.
Thunder return to Lilac Hill tomorrow to once again play the Scorchers, despite their hopes of making the finals and defending their WBBL trophy now not possible.