Thomas finished with 14 points, Kelsey Bone had 14 points and 12 rebounds for her first double-double of the season and Alex Bentley scored 16 points for the Sun (2-1) after scoring 17 points in each of the first two games.
Elena Delle Donne made 10 of 20 shots and all seven of her free throws in scoring 27 points for the Sky (1-2), who came into the game averaging a league-best 94 points per game. Cappie Pondexter added 14 points and Courtney Vandersloot 13.
Pondexter drove to tie the score with 10 seconds left but Thomas was fouled underneath after a nifty pass by Bentley and she made both free throws. Delle Donne missed a long 3-pointer at the buzzer.