"It is the hardest thing -- the assumption that a gold medal is won before it has been swum," the Australian told a news conference.
"Becky also has the pressure that she is defending an Olympic title as well, which adds another layer... She needs to stay relaxed over the next few days."
Adlington, 23, became a household name in Britain after winning two golds in Beijing four years ago and is the country's most successful Olympic swimmer in a century.
She will face Italian rival Federica Pellegrini in the 400 metres freestyle on Sunday. She is also defending her 800m title.
Thorpe overcame his own burden of expectation to win three gold medals as a 17-year-old at the 2000 Olympics in his home city of Sydney then won two more in Athens four years later.
He failed in his bid to make the Australian team for London after making a belated comeback but is in the British capital as a spectator and commentator.
The swimmer, who retired in 2006 citing lack of motivation, said he had not given up on his dream of returning to international competition.
"I feel there is more to give," he said. "I am enjoying the sport now, and that makes a big difference."
Thorpe said he had already started to prepare for his next challenge. The World Swimming Championships will be held in Barcelona next July.
- Federica Pellegrini