England won by 347 runs to take a 2-0 lead in the series.
"I'm embarrassed. I hope like hell they can do something in Manchester," Thomson, 62, told
BBC Radio 5 live.
"We just said it's the worst batting we've ever seen in our life. Then they turned around and did it in the second innings."
England's biggest Test wins (by runs)
v Australia, Brisbane, 1928
v Pakistan, Trent Bridge, 2010
347 runs v Australia, Lord's, 2013
v Australia, Adelaide, 1933
v Bangladesh, Chittagong, 2003
Australia were bowled out in their second innings for 235 late on the fourth day, after England had set them 583 to win by declaring on 349-7. They had earlier been dismissed for 128 in their first innings.
He said: "I was impressed with the guys in the first game in Nottingham. I was proud. I thought these guys aren't that great but they're fighters. Then they came out at Lord's, and the bowlers did a fair job.
Clarke still 'confident' of series win
"I thought that was very good, then we're out in 50 overs. And the shots they played, I was so angry."
Former England skipper
says he has little sympathy for Australia's current plight.
"I can't feel sorry for them because we've had many beatings from them," he told BBC Radio 5 live. "Losing is very hard and they do tend to rub your nose in it, especially if you are in Australia."
The 56-year-old, who scored 4,409 runs in 79 Tests including 23 matches as captain, became the last England skipper for 18 years to lift the Ashes when he led them to victory in Australia in 1986-87.
He said it was important for England not to let up, adding: "They have to keep the foot on the Australian throat and make sure they don't get up."
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