However, since the award was first presented in 1980, just four recipients have gone on to enjoy grand final victories.
Ray Price managed it in 1982 with Parramatta, Mick Potter in 1984 with Canterbury, Peter Sterling with Parramatta in 1986, and Matt Orford in 2008 with Manly.
Additionally, only four recipients of the Dally M Player of the Year Award have played in a losing grand final side.
They were Thurston in 2005 with the Cowboys, Cameron Smith in 2006 with Melbourne, Todd Carney in 2010 with Sydney Roosters, and Ben Barba in 2012 with Canterbury.
Thurston said he was confident of lifting the trophy at the end of the night.
"You have to be, going into this game," he said.
"They'll be confident as well. I've got a lot of close mates in that team and they'll be very confident."
The Cowboys had won three of their past four matches against their state rivals before going down in an absorbing 16-12 qualifying final defeat in Brisbane three weeks ago.
Thurston said the Broncos would be buoyed by that victory and would look to repeat their performance on Sunday.
"They played extremely well against us in the first week of the finals," he said.
"They would've looked at the tape numerous times and sussed out our weaknesses, so they'll be very confident of getting the job done on us."
DALLY M TOP TEN FOR 2015
1. Johnathan Thurston - 32
2. Benji Marshall - 21
2. Aaron Woods - 21
2. Michael Ennis - 21
5. Ben Hunt - 18
6. Cameron Smith - 17
6. James Maloney - 17
8. Blake Austin 16
8. Corey Norman - 16
8. Roger Tuivasa-Sheck - 16
8. Jared Waerea-Hargreaves - 16
8. James Tedesco - 16
- AAP