If they simply don't follow the thief, maybe have the thief steal from them again, or have someone approach them with a reward for catching a thief. In case the thief somehow evades them, have it be that he's paid by an old enemy to deliberately lead them into a trap. That gives him a reason to go after them later wherever they go.
THAT is railroading. THAT is "hey, you're not making the choice I want to you make, so I will bend the game world, as hard as necessary, until you have made that choice."
If the players stop in a village, and decide to spend a week helping some villager with something, and you spend a session playing out their side quest, then you're not railroading, or not much. They can resume chase, the following session; the trail will be one week colder, and on another hand, something else may have set off any traps which the theif set.
If they figure out where the thief is going, and they decide to go directly to that place, and they have a reasonable way to get tho their place, then here is a test question.
(1) Awesome. You get there first, on the X day of Y year. He hasn't arrived yet. What do you do?
(2) No. You may not do that. You have to follow him, on his trail, and you have to encounter the stuff he left behind for you. If you don't do that, then there is no game.
(1) is not railroading.
(2) is railroadling.