@Manuel was part way there. You can add the compiler option as well, like this:

If you have CMake 3.1.0+, this becomes even easier:

set(THREADS_PREFER_PTHREAD_FLAG ON)
find_package(Threads REQUIRED)
target_link_libraries(my_app PRIVATE Threads::Threads)

If you are using CMake 2.8.12+, you can simplify this to:

find_package(Threads REQUIRED)
if(THREADS_HAVE_PTHREAD_ARG)
  target_compile_options(my_app PUBLIC "-pthread")
endif()
if(CMAKE_THREAD_LIBS_INIT)
  target_link_libraries(my_app "${CMAKE_THREAD_LIBS_INIT}")
endif()

Older CMake versions may require:

find_package(Threads REQUIRED)
if(THREADS_HAVE_PTHREAD_ARG)
  set_property(TARGET my_app PROPERTY COMPILE_OPTIONS "-pthread")
  set_property(TARGET my_app PROPERTY INTERFACE_COMPILE_OPTIONS "-pthread")
endif()
if(CMAKE_THREAD_LIBS_INIT)
  target_link_libraries(my_app "${CMAKE_THREAD_LIBS_INIT}")
endif()

If you want to use one of the first two methods with CMake 3.1+, you will need set(THREADS_PREFER_PTHREAD_FLAG ON) there too.

The following should be clean (using find_package) and work (the find module is called FindThreads):

cmake_minimum_required (VERSION 2.6) 
find_package (Threads)
add_executable (myapp main.cpp ...)
target_link_libraries (myapp ${CMAKE_THREAD_LIBS_INIT})

Here is the right anwser:

ADD_EXECUTABLE(your_executable ${source_files})

TARGET_LINK_LIBRARIES( your_executable
pthread
)

equivalent to

-lpthread

target_compile_options solution above is wrong, it won't link the library.

Use:

SET(CMAKE_C_FLAGS_RELEASE "${CMAKE_C_FLAGS_RELEASE} -pthread")

OR

target_link_libraries(XXX PUBLIC pthread)

OR

set_target_properties(XXX PROPERTIES LINK_LIBRARIES -pthread)