The handwritten note, written just months before her tragic passing, was published by The Australian Jewish News.
The 10-year-old wrote the letter between Rosh Hashanah and Yom Kippur as part of a competition that brings Jewish women together.
“When you light up a candle you light up your neshama [soul],” she shared.
“And you light up the world. And when you light up the world you make it a better place. Like for you, me and everybody.
“Now the world is dark but soon to be bright for us. And im yirtzeh hashem [God willing] mashiach [the messiah] will come.”
Thalia was one of the five victims who were killed in last week's horrific attack in Melbourne's Bourke Street Mall.
Tragically she died at the scene, while her mother Nathalie and nine-year-old sister Maggie were taken to hospital with serious injuries.
A witness spoke about the traumatic moment her tried to save Thalia at the scene.
Speaking to Radio 3AW, Gary Oke says he was walking towards the RACV Club when he heard sirens and horns.
"I went to the kerb to investigate and have a look at what the commotion was all about when l heard this over accelerating car coming from behind me and when I turned around ... it was right there Neil," he told Mitchell.
"I just watched in horror it just came up to the laneway and the bodies just went everywhere, they just went flying up in the air. He didn’t break at all, he just kept going."
Mr Oke, along with two of the RACV Club staff members performed CPR, but it was too late.
"She was a beautiful looking girl just out for the day with her parents I still can’t believe it," he said.
"I wanted to convey to the family that in some way that gives some type on comfort that she didn’t die alone that people were trying to save her."