Lock forward Jones has been made an OBE while both Gatland and Thomas have been awarded a CBE.
The Queen’s Birthday Honours List was due to be published in June, but was pushed back to enable nominations for people playing crucial roles during the first months of the Covid-19 crisis.
Jones said: “It is a huge honour to receive such an accolade.
“I was initially reluctant to receive such an award in these trying times when there are so many people doing so much good for the community and are more worthy, but I see this as an acknowledgement to all the people who have helped me throughout my career.
“It is recognition for everyone that has supported me from grassroots and intermediate, to professional and international rugby.
“It is for my family, those who aren’t here anymore and those who are still here and fully behind me and for all their support in what I have done and what I want to continue to do.”
I was initially reluctant to receive such an award in these trying times when there are so many people doing so much good for the community and are more worthy, but I see this as an acknowledgement to all the people who have helped me throughout my career
Jones, 35, has played 130 times for his country and has also won nine caps for the British and Irish Lions.
In his career he has won three Six Nations Grand Slams, a further Six Nations title, and reached two World Cup semi-finals.
Jones is also likely to surpass the record of former New Zealand captain Richie McCaw for most Test appearances later this month.
Gatland has been has been awarded a CBE for services to rugby in Wales.
The 57-year-old New Zealander stepped down after 12 years at the helm following the 2019 World Cup in Japan where Wales were beaten by New Zealand in the bronze-medal match.
Gatland coached Wales to Six Nations Grand Slams in 2008, 2012 and 2019 and led the team at three World Cups.
Wales also topped the world rankings during Gatland’s tenure.
“I am incredibly honoured to receive a CBE. This award is recognition of everyone involved in Welsh rugby and all that we achieved together during my time as head coach,” Gatland said.
“I feel very fortunate to be able to do something I love every day and I would like to thank everyone who has supported me during my career.”
Thomas has been awarded a CBE for services to sport and health.
The Welshman came out as gay in 2009 before revealing last year he was HIV positive.
Since that announcement, the 46-year-old has launched the Tackle HIV campaign to improve public understanding of HIV and break the stigma around it.