Coach Bill Self said Thursday that Appleton, a junior guard, and Thomas, a freshman forward, have "chosen to attend a university where they can have expanded roles."
It is not clear where they will attend, but Self said the players told him about wanting to transfer during end-of-season meetings.
Kansas made it to the NCAA tournament round of 16 this season, but then lost 67-62 to Michigan State in the Midwest Regional semifinals.
Appleton, of Gary, Ind., transferred to Kansas from Midland (Texas) College. He played in 21 games this past season and scored a season-high four points against two teams in December.
Thomas, of Newark, N.J., played in 26 games and averaged 1.5 points and two rebounds.