Even though Deadpool and Thanos never met, Thanos considers him to be a rival because he knows Death prefers Deadpool's love over his.
Deadpool even had a fantasy about these two together.
Deadpool and Thanos met in the following comics:
Deadpool (volume 3) #15 (fantasy only)
In Other Media:
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Thanos made a brief cameo appearance in an after-credits scene in The Avengers.