Cincinnati took a 17-16 lead on a Mike Nugent 34-yard field goal with 14:52 remaining, but the Bengals failed to score again and dropped their first home opener since 2011.
Siemian was 23 of 35 for 312 yards with the four TDs and no interceptions for a 132.1 passer rating. He was 10 of 11 for 168 yards in the second half.
Siemian’s first two touchdown passes went to Emmanuel Sanders, and both were go-ahead scores in a game that featured five lead changes.
Sanders caught a 41-yard score for a 10-7 lead early in the second quarter, then added a 7-yard touchdown grab for a 16-14 lead with 32 seconds left before halftime.
Sanders (nine catches, 117 yards) and Thomas (six catches, 100 yards) both finished 100-yard games.
After struggling to run the ball in the first two games, the Bengals rushed for 65 yards on their possession of the game, including a 50-yarder by Jeremy Hill, who capped the drive with a 3-yard touchdown run.
Hill added a 4-yard touchdown in the second quarter for a 14-10 lead and finished with 97 yards on 17 carries. The Bengals rushed for a season-high team total of 139.
But Andy Dalton was just 21 of 31 for 206 yards and an interception for a passer rating of 72.8.
The Bengals will try to avoid their first three-game losing streak since 2012 when they make the quick turnaround to play host to the Miami Dolphins on Thursday night.
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