Ms Thornberry - who is an outside contender to replace Mr Corbyn as Labour leader in April - continued: "And I will too."
In his own speech, the Labour leader spoke of the need to recognise how "the Nazi Party rose to power and how the murdered six million Jewish people along with all the travellers and gypsies they could, along with lesbian and gay people."
Shoah survivor Hana Kleiner addressed the two-hour ceremony.
After detailing the mass murder of most of her family, Mrs Kleiner spoke of being depressed by "the current rise of antisemitism" and of Holocaust denial "in the face of all the documented evidence".
Pointedly the Czech-born survivor praised the Britain "for its traditions, for its tolerance and democratic lawful institutions which have been an example to others."
The ceremony also included an emotional speech from Bosnian survivor Mevilda Lazibi.
Earlier, Islington Mayor Councillor Rakhia Ismail gave a speech saying there was a "need to hold politicians to account" over genocides around the world.
But she suggested it was "Number 10 (Downing Street) and America or other parts of the world" who were guilty of "supporting blindly" these modern day atrocities.
Dame Margaret Hodge, a frequent critic of the party's response to antisemitism, told the Daily Telegraph: "If it wasn’t so serious, this would be a joke. I think Emily Thornberry needs to reflect on the reality before she makes statements like that."
Meanwhile Ian Austin, a former Labour MP who quit the party over Mr Corbyn's leadership to sit as an independent, said: "It’s easy to speak about racism at a Holocaust commemoration.
“But their words would have much more weight if the Labour Party had not been poisoned by racism against Jewish people under Jeremy Corbyn’s leadership.
"He could start to make amends by booting out the racists and apologising for his responsibility for this scandal before he stands down."
