I keep a jelly roll pan on the desk at my right elbow, It has all my misc. sewing stuff on it. It is handy to use and handy to move everything at once to another location if needed. You could stick a magnet on a jelly roll pan and if your thimble is metal, it would stick to it.
They do make a thimble cage that is on a chain like a necklace, if that interests you.