Because Katniss looked after Rue, Thresh's district partner, and she didn't kill her, she even looked after she died and she tells thresh this and he says just this once and runs off.
Chat with our AI personalities
Thresh saved Katniss at the feast.
Katniss had no personal connection to Thresh and it is not stated if Thresh's mercy was shown to the districts. It's likely that only Thresh and Katniss saw him giving mercy to her.
He kills Clove because he hears her say to Katniss that they killed Rue, and Thresh killed her for revenge. But he spares Katniss because she helped Rue in the arena.
Thresh is another tribute in the first hunger games Katniss takes part in. He is from the same district as Rue which is (I think) district 11.
At the Feast Clove attacks Katniss, but before killing her she makes a foment about Rue. Thresh hears her and grabs Clove. Enraged he hits her with a rock and she slowly dies. He doesn't kill Katniss though because she was Rue's ally and feels that he owes her. Being from the Seam Katniss understands perfectly. She feels the same debt to Peeta since he gave her the bread when they were little.