Access Hollywood asked the star to weigh in following accusations that producer Harvey Weinstein sexually assaulted women within the entertainment industry for years.
At least 70 women have come forward publicly in recent months with stories of sexual assault or harassment by Weinstein.
Thurman famously starred in Kill Bill, which was produced by Weinstein's former company Miramax, and the two worked together on other projects as well.
In the interview, Thurman said she found the women who had come forward commendable. But she said, choosing her words very carefully, she was not ready to say more on the subject just yet.
On Thursday, Thurman wrote on Instagram that she's still not ready to describe her experience with sexual harassment or abuse, using the hashtag #MeToo.
But she was ready to say more to Weinstein, who faces mounting accusations and has been fired from the Weinstein Company. "I'm glad it's going slowly - you don't deserve a bullet," she wrote.
"H A P P Y T H A N K S G I V I N G," reads Thurman's post.
"I am grateful today, to be alive, for all those I love, and for all those who have the courage to stand up for others.
"I said I was angry recently, and I have a few reasons, #metoo, in case you couldn’t tell by the look on my face.
"I feel it’s important to take your time, be fair, be exact, so... Happy Thanksgiving Everyone! (Except you Harvey, and all your wicked conspirators - I’m glad it’s going slowly - you don’t deserve a bullet) -stay tuned."