Multithreaded (TThread) Delphi application will not terminate

You should be able to cancel an ADO Query by hooking the OnFetchProgress event, and setting the Eventstatus variable to esCancel. This should cause your query to terminate and allow the thread to close gracefully without having to resort to using TerminateThread.

Instead of using threads with TADOQuery, maybe you should consider using the async options of ADO.

ADOQuery1.ExecuteOptions := [eoAsyncExecute, eoAsyncFetch, eoAsyncFetch];

Then when your application close, you can call :

ADOQuery1.cancel;

As you can read in the msdn using TerminateThread is dangerous.

TerminateThread is a dangerous function that should only be used in the most extreme cases. You should call TerminateThread only if you know exactly what the target thread is doing, and you control all of the code that the target thread could possibly be running at the time of the termination.

But it also is very effective in killing threads. Are you sure you are right in your conclusions? Maybe the thread is killed, but another thread is still running? Maybe your handles are not thread handles? Could you show us some code? Or even better: A small working example we could try for ourselves?