During Thomas Jefferson's term as Governor of Virginia, the Continental Congress sent a circular to the state executives recommending a day of public thanksgiving.1 Jefferson forwarded the circular to the Virginia House of Delegates — at that time, the General Assembly, not the governor, was responsible for formulating state policies. The House of Delegates prepared the recommended document and then sent it to Jefferson for his signature.2 Jefferson signed the proclamation for a day of "Thanksgiving and Prayer," to be held on December 9, 1779. The proclamation did not establish a permanent annual observance.
When Jefferson was President, he expressed some hesitancy to endorse proclamations of this sort. Jefferson wrote in a letter to Reverend Samuel Miller in 1808, in response to Miller's proposal that he recommend a national day of fasting and prayer:
I consider the government of the US. as interdicted by the constitution from intermedling with religious institutions, their doctrines, discipline, or exercises. ... certainly no power to prescribe any religious exercise, or to assume authority in religious discipline, has been delegated to the general government. ... but it is only proposed that I should recommend, not prescribe a day of fasting & prayer. that is that I should indirectly assume to the US. an authority over religious exercises which the constitution has directly precluded them from. ... civil powers alone have been given to the President of the US. and no authority to direct the religious exercises of his constituents.3
National Archives. Legislative Branch: The Center for Legislative Archives. "Congress Establishes Thanksgiving." Provides further historical background on the federal government's involvement with the Thanksgiving holiday.