When Stannis Baratheon decides to let the Wildlings through the Wall in exchange for them swearing fealty to him, Sigorn is among the first to kneel before him. However he is distrustful of the Night's Watch due to the death of his father.
Later Alys Karstark, heir to Karhold, arrives at Castle Black, seeking the protection of Jon Snow. Her father's uncle Arnolf Karstark has declared for Stannis. He hopes that Alys' brother Harrion Karstark, Lord of Karhold, a hostage of the Lannisters, will be executed, meaning Karhold passes to Alys. Arnolf intends to force her into marriage with his son Cregan, enabling his branch of the family to take control of Karhold. He is working with the Boltons, intending to betray Stannis as well.
To protect Alys Jon arranges for her to marry Sigorn, creating House Thenn, who will inherit Karhold if Harrion dies childless. The ceremony is performed by Melisandre. Alys hopes to regain Karhold with the aid of the Thenns, Sigorn having command of 200 men.