Do your thumbs hurt as if they've been pulled back hard toward your forearms? Is it more like they've been jammed inward or impacted?
The common causes of the first are many. As Michael said, it could be that you're using newer gloves and they're just stiff. It'll go away as they break in. It could also be that you're not wrapping your hands with enough thumb support. Ask a trainer at your gym how to give some additional support to the thumb with your handwraps and they'll be able to find something that works.
The second is pretty easy to identify. If your thumbs feel impact-related pain, it's from impact. That can mean you're "hitch hiking" while throwing punches and not tucking your thumb in to your fist. It can mean you're getting your thumbs ounded on your opponent's elbows when throwing body shots (work on stepping around your man and/or getting him to turn better if this is the case). It can mean your gloves don't have the proper "tie down thumb" that pro and amateur boxing requires, and you're snagging your thumb on your opponent when you miss your intended target.
If you can be more specific on the type of pain/injury, we might be able to offer more specific help.
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