It was the practice of the Prophet (peace and blessings be upon him):
"When he (peace and blessings be upon him) set out for jihad, he liked to set out on a Thursday."
Hadith Referenceصحیح الجامع الصغیر / حرف الكاف / 4923
Hadith Gradingالألبانی:صحيح
Hadith Takhrij[حم خ] عن كعب بن مالك. الصحيحة ٢١٢٨: هق.