Answer:
A pedigree is just a family tree of a person or animal. It is just a documentation of the ancestry. The parents, grandparents, or other ancestors can be of any breed or no particular breed at all. A "thoroughbred" animal is one who is a purebred and whose pedigree shows no ancestors of other breed. A thoroughbred has a pedigree, but not every pedigree shows an animal is a thoroughbred.
Also, Thoroughbred (with a capital "t") generally refers to a specific breed of horse registered by the Jockey Club. With a small "t" thoroughbred just refers to any animal of pure breed.