The King of Durin's folk had been captured by Sauron's agents and was taken to the fortress of Dol Guldur in southern Mirkwood. There Sauron tortured Thráin, took back the last of the seven Dwarf-rings, and left him in the dungeon to die.

What happens to Thráin in The Hobbit?

Many Dwarves believed that Thráin was driven mad by grief and had been among the fallen, but his son Thorin had searched among the dead bodies of Moria and knew that Thráin had survived the battle. However, it was revealed that he was captured by the Necromancer and became a prisoner in Dol Guldur.

How did Thrór die in The Hobbit?

He tried to reclaim the lost Dwarven city of Moria, but as the Orcs got to the kingdom and the Battle of Azanulbizar had begun. Thrór fought bravely, but was killed and beheaded by Azog, which caused his son Thráin to be driven mad by grief and left the battle to be captured by the Necromancer in Dol Guldur.