The thalamus is connected to the cerebral cortex and subcortical regions, serving as a node within cognitive networks. It is a heterogeneous structure formed of functionally distinct nuclei with unique connectivity patterns. However, their contributions to cognitive functioning within networks is poorly understood. Recent animal research suggests that thalamic nuclei such as the mediodorsal nucleus play critical roles in goal-directed behaviour. Our aim was to investigate how functional integration of thalamic nuclei within cortical and subcortical networks changes whilst transitioning from more controlled goal-directed behaviour towards more automatic or habitual behaviour in humans. We analysed functional magnetic resonance imaging (fMRI) data from a stimulus–response learning study to investigate functional connectivity (FC) changes across learning between thalamic nuclei with cortical networks and subcortical structures in 52 healthy subjects. We also defined additional regions-of-interest (ROIs) individually in native space, segmenting the thalamus into 47 nuclei and segmenting 38 subregions within the basal ganglia and hippocampus. Additionally, we defined 12 cerebral cortex ROIs via maximum-probability network templates. Associative S-R learning-related connectivity changes were examined via ROI-to-ROI functional network analysis. Our results showed that learning was associated with: (1) decreasing FC between the frontoparietal network and higher order thalamic nuclei; (2) increasing FC between the cingulo-opercular network and pulvinar nuclei; (3) decreasing FC between the default mode network (DMN) and right mediodorsal nuclei; (4) increasing FC between the DMN and left mediodorsal nuclei; (5) changes in functional connectivity between thalamic nuclei and putamen subregions, and (6) increasing intrathalamic FC. Together, this suggests that several thalamic nuclei are involved in the learning-related transition from controlled to more automatic behaviour.