The thriller genre is a fairly broad one, and as such, tends to get combined with other genres. It's rare to get a movie that's wholly definable as a thriller without having say some dramatic, comedic, or romantic elements, but perhaps that speaks to the genre's applicability and popularity over the years. Thriller movies will often have mass appeal because of the excitement they contain, with even Academy Award voters being partial to the odd thriller here and there.
This is demonstrated by the fact that in almost 100 years of the Oscars being an awards show, a total of 10 thrillers have won Best Picture. It's not the most well-represented genre out of such winners, but it's a genre better represented than horror or sci-fi/fantasy movies, at least. Many of these movies also fit into other genres, but have enough thrills and tense sequences to also be classifiable as thrillers.