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XenApp and ThinApp are both application virtualization tools, but they come from different vendors.
The basic concept behind application virtualization is that an application can be abstracted from an operating system. This abstraction makes application delivery and application maintenance a lot easier because each virtualized application is self-contained.
Many vendors offer application virtualization tools. XenApp is a Citrix product and ThinApp is a VMware product. Microsoft also has an application virtualization tool, App-V, and there are other alternatives on the market as well. As a general rule, you are likely to have the best application virtualization experience if you use a product from the same vendor that you use for VDI.
New features in ThinApp vs. XenApp
Citrix put a lot of work into improving connectivity in XenApp. And because the logon process was previously somewhat cumbersome, Citrix created a session linger feature that allows an application to reconnect without forcing another login. XenApp can also allow unauthenticated access to apps that need to be universally available, or apps that have their own built-in authentication mechanism.
Citrix has also improved hardware support in XenApp. For instance, version 7.6 provides better support for 2-D DirectX graphical rendering, as well as support for USB 3.0 devices.
VMware’s ThinApp is in its 5.0 release. In March 2013 when the company announced its VMware Horizon Suite, it also announced that ThinApp would be discontinued as a standalone product and folded ThinApp into the Suite. VMware changed its mind, however, and ThinApp remains alive and well.
XenApp took a similar path. It was folded into a package with Citrix's desktop virtualization software, XenDesktop, but then went back to being a standalone product as well.
Architecturally, ThinApp 5.0 is very different from previous releases. The most significant difference is that ThinApp can finally virtualize 64-bit applications. It was always possible to run 32-bit applications on top of 64-bit Windows operating systems, but now you can use ThinApp to virtualize 32-bit and 64-bit applications.