An increasing body of recent experimental data confirms the impact of neurohormones on fetal development and function of different body systems. The synthesis of many neurohormones starts in fetal tissues before the hypothalamic–pituitary–adrenal and hypothalamic–pituitary–gonadal systems are formed, and their high levels are detected in the bloodstream. Here, we studied the role of gonadotropin-releasing hormone (GnRH) in rat thymus development and tried to reveal possible mechanisms underlying the GnRH effects in early development. Western blotting and reverse transcription-polymerase chain reaction allowed us to identify receptor for GnRH in the fetal thymus with peak expression on embryonic days 17–18 (ED17–18). Blocking the receptors in utero on ED17 by a GnRH antagonist suppressed the concanavalin A-induced proliferative response of T cells in adults. GnRH (10−7 M) increased mRNA expression of interleukin (IL)-4, IL-10, IL-1β, interferon γ (IFNγ), and tumor necrosis factor α (TNFα) in the thymus of 18-day fetuses after an ex vivo culture for 24 h. The increased mRNA levels of the cytokines in the thymus were accompanied by increased numbers of CD4+ T helpers. Overall, the data obtained confirm the regulatory or morphogenetic effect of GnRH on fetal thymus development mediated by synthesis of thymic cytokines.