The off-licence brand, a sister company of Wine Rack, spends about £3m a year on advertising. However, it is understood that this figure will rise considerably.
The off-licence sector has come under increasing pressure from the supermarkets. Last year, Unwins, which had about 380 off-licences, went into administration. Threshers subsequently acquired 200 of its outlets.
Threshers declined to comment on the review.
Separately, Threshers' head of marketing, Bridget Welch, has left the firm to return to her native Australia.