The French forward struck in the 55th minute to hand the visitors all three points and inflict Sassuolo's first defeat since October 30.
The result is all the more impressive as Chievo have kept a clean sheet for a third straight game.
Their good run of form under coach Eugenio Corini has seen Chievo climb from the foot of the standings to 15th place in a matter of weeks.
Sassuolo, meanwhile, have dropped to 17th place, one place and one point clear of the drop zone.
The match started at a slow pace at the Citta del Tricolore stadium, with neither side creating much of note in the first 20 minutes.
When the first chance finally did come, midway through the first half, Floro Flores' free-kick was easily saved by Chievo keeper Christian Puggioni.
Marcelo Estigarribia should have put Chievo in front in the 37th minute but fired straight at Sassuolo goalkeeper Gianluca Pegolo from a few yards out after Dario Dainelli's precise through ball.
Chievo tested Pegolo before half-time when Ivan Radovanovic's powerful free-kick from 30 yards was saved well by Chievo's number one.
The deadlock was broken 10 minutes into the second half when Alessio Sestu fed Thereau in the box and his right-footed shot towards the far post beat Pegolo.
Sassuolo had a great chance to equalise in the 71st minute when Flores powerfully headed Alessandro Longhi's cross only to see his close-range attempt met by a fine save from Puggioni.
The visitors held on for their fourth win of the campaign.