Floyd, who is black, died in police custody in Minnesota after a white police officer kneeled on his neck for several minutes. The incident sparked protests in cities across the United States.
Sancho, 20, scored a hat trick — all three goals coming in the second half — in Dortmund’s 6-1 victory.
The England international was booked for removing his jersey — an act that is against football rules.
Taking to Instagram after the game, Thuram posted a photo of himself kneeling with the caption: Together is how we move forward. Together is how we make a change.”
Protests have now spread to Europe, with people gathering in London and Berlin.
Gladbach tweeted an image of Thuram kneeling with the caption: “No explanation needed.”
The forward’s kneeling was similar to a gesture made by former NFL quarterback Colin Kaepernick, who in 2016 began kneeling during the U.S. national anthem to protest police brutality.
Thuram’s father Lilian, a retired professional footballer and a 1998 World Cup-winner with France, is an anti-racism activist and UNICEF ambassador.
On Saturday, U.S. international and Schalke midfielder Weston McKennie also displayed his support for Floyd, wearing an armband with the message: “Justice for George.” On Sunday, McKennie posted his support for Thuram on Instagram.
Thuram followed up his first goal with a second after 59 minutes, giving Gladbach a 3-1 lead against Union Berlin after the capital side had equalised just after half-time.
After the game, Thuram led celebrations for teammate Mamadou Doucoure, who made his first-team debut four years after signing for the club. Doucoure has suffered several injuries that have prevented him from appearing for the club since he signed in 2016.