Thomas fought through tears to score 33 points in Boston's opening playoff defeat to Chicago on Sunday, just a day after his sister Chyna's death.
Speaking during Cleveland's shootaround ahead of their Game 2 against Indiana on Monday, James expressed sympathy for Thomas's situation.
"My deepest sympathy and prayers goes up to him and his mother, his father, whoever is in his life," James told reporters.
"Had to be a tough situation for him, just going out and playing a game and obviously who cares about the game? That's so silly to even think about basketball when something like that tragic happens.
"He obviously is a strong-willed guy. I got to know him the last couple years. It's unfortunate something like that has happened at a time like this. Obviously our world is kind of revolved around basketball, but like I said, who cares about basketball when something like that happens?"
James said Thomas's performance under the circumstances was "unbelievable."
"It's a sick feeling. I don't have any siblings, but I have some very, very close people in my life and I can only imagine how that would take your heart away," James said. "Especially at a time like this. He was unbelievable in the game, too, by the way."
Meanwhile, Celtics coach Brad Stevens said Monday he expects Thomas to remain with the team for Tuesday's Game 2 in the series before returning to be with his family in the Seattle area.
"His plan, as of right now -- and, again, subject to him changing if he wants -- is that he'll be here (Tuesday) night and then will go either after the game (Tuesday) night or Wednesday morning," Stevens said.
"He's trying his best to compartmentalize when he's here to work on what he needs to work on, but I'm sure that's difficult," Stevens added.