The former Argentina, Chile and Athletic Bilbao boss is reported to be close to taking the reins at Marseille - who have been without a permanent coach since Elie Baup departed in December.
With Jose Anigo having been in interim charge following Baup's dismissal, Bielsa is expected to be appointed sooner rather than later, bringing with him a reputation as a disciplinarian.
However, Thauvin would welcome such an approach, claiming it could benefit the squad.
Asked on his no-nonsense style, he told L'Equipe: "That does not worry me at all.
"I have heard what has been attributed to him and if it happens he will bring a lot to Marseille."
Following his drawn-out transfer from Lille to Marseille last year, his former club - for whom he never made an appearance - are on course to secure the final UEFA Champions League spot.
Marseille, however, have work to do if they are to secure their spot in the UEFA Europa League but Thauvin insists he is happy to have left the Stade Pierre Mauroy.
"I do not regret anything, and I congratulate Lille on their season. I am very happy to be here every day, I've learned a great deal here," he added.
"I will 100 per cent be at Marseille next season. I've suffered enough to get here in the first place."
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