Heat oven to 375° F. Place the salmon on a parchment-lined baking sheet.
Drizzle the salmon with the oil and season with ¾ teaspoon salt and ½ teaspoon pepper. Scatter the orange, lemon, and thyme around it.
Roast until the salmon is opaque throughout, 20 to 25 minutes.
Using 2 large spatulas, carefully transfer the salmon to a platter and scatter the orange, lemon, and thyme on top of it.