"Peter did what he did on his own," she said. "You should talk to him."
"Everyone in this audience wears different hats," said Sandberg at the Code Conference in Rancho Palos Verdes on Wednesday.
"He did this, it's not a Facebook thing," she said. "We have very independent board members with very independent thoughts they share publicly."
Sandberg said the merits of the lawsuit should be discussed because of the issues around democracy and the media it invokes, but as far as Facebook's concerned, it's a firm "no comment."
Facebook did weigh in when board member Marc Andreessen made controversial comments about India. That situation was different, said Sandberg.
"When he did his tweet, it almost looked like he was talking for Facebook," she said.
There was no indication that Thiel took his action on behalf of Facebook, said Sandberg. "We decided not to comment," she said.
In answer to an audience question about Thiel's motives, Sandberg noted that Gawker gets the same distribution benefits as other media organizations.
CNBC's parent NBCUniversal is an investor in Recode's parent Vox, and the companies have a content-sharing arrangement.