From Wikipedia article about Thor (so basically the comic version) :
Like all Asgardians, Thor is incredibly long-lived and relies upon periodic consumption of the Golden Apples of Idunn to sustain his extended lifespan, which to date has lasted many millennia.
From MCU wiki page in a sidebar there are basic info about Thor (the film version). There we see:
Age: Over one thousand years.
Powers and abilities:
[...]Thor trained and skilled in the arts of battle, which he has practiced for thousands of years.[...]
Superhuman Longevity: Thor, like all other Asgardians, is not truly immortal. It is possible to kill an Asgardian and other beings in the Nine Realms. More accurately, Asgardians are extremely long-lived beings. Thor ages at a pace far, far slower than a human, as he is at least 1,000 or more years old; more than likely, like Loki, born shortly before the last great war between the Asgardians and the Frost Giants.
As for Loki:
Age: 1051-1052
Powes and abilities:
Superhuman Longevity: Loki has the capacity to live for thousands of years. Loki was a baby at the end of the last great war between the Asgardians and the Jotuns, over a thousand years ago.
As for Odin:
Age: Thousands of years.
Powers and abilities:
Superhuman Longevity: Odin ages at a rate that is much slower than that of a human being. Even though he is thousands of years old, he still in very good health, greatly belying his appearance. When he died, he was over 5.000 years old if not older.
UPDATE: CONTAINING NEW INFORMATION FROM AVENGERS INFINITY WAR
In the Avengers Infinity War, Thor himself says he is 1500 years old.
(I can't find an online transcript at the moment, but I watched the movie yesterday, and he clearly said it.)