Aston Villa were beaten 3-1 by Everton earlier this week.
Villa supporters walked out en masse in the 74th minute of the match against Everton, to show their dissatisfaction about the direction the club are heading in.
Villa’s board have been criticised for a lack of investment after a disastrous season so far.
The Claret and Blues are currently nine points adrift of safety, and their terrible run of form is showing no signs of coming to an end.
Villa were absolutely abject against Everton as they fell to a 3-1 defeat, and Thompson has sympathised with fans of the Midlands club.
“I was surprised they didn't walk out after four minutes because they capitulated,” he said.
“The only joy they got was a Rudy Gestede late goal, but it was another dreadful performance and even playing with three centre-backs, they were all over the place.
“Defensively this season, Villa have been atrocious.”
Villa have let in 51 goals so far this campaign, with only Sunderland and Norwich City conceding more often.
Remi Garde’s men have proved to be very fragile, and they do not seem to have the stomach for the relegation battle.
As a result, the Villans look set to drop of the Premier League for the first time since its inception in 1992.
Villa’s next match comes against Manchester City at the Etihad Stadium on Saturday.