He said he was shocked to find he had been included in secret files of thousands of workers, most of whom were in the building trade.
Most do not know they are on the list.
Thomas's name was found by the GMB union, which is pursuing compensation on behalf of a number of its members and others, such as environmental activists.
The comedian said: "I was shocked.
"I don't work in the construction industry, though I have been involved in campaigns against the activities of building firms. But to include a comic in all of this is just nuts."
Thomas said he suspected the police colluded with construction firms to collect information.
He said: "This needs to be highlighted and the police should be held to account.
"There has to be a proper investigation, such as a parliamentary inquiry to make sure this kind of behaviour is outlawed."
His case is now being taken up by the GMB. Last week major construction firms announced plans to compensate workers on the blacklist.
It followed years of campaigning by unions after it was discovered that the names of more than 3200 workers were kept on a file drawn up by the Consulting Association.
Workers involved said they were denied work for years, often for raising legitimate health and safety concerns.
Chris Benson, from law firm Leigh Day, who is representing Mark Thomas and more than 100 GMB members, said: "The news that eight of the construction companies involved are considering a compensation scheme is positive.
"However, we continue to seek redress through the courts for those individuals whose lives were blighted by their name being on a list often for just speaking out about health and safety concerns, or, in the case of Mr Thomas, no reason whatsoever."