Preheat the oven to 425 degrees F.
Peel and cut the carrots lengthwise into quarters or sixths, according to the size of the carrots.
On a large, lightly greased sheet pan, toss the carrots with the olive oil, salt, and pepper. Place the halved lemon and orange cut-side up in the pan as well, and roast until just tender, 20 to 25 minutes. Keep a careful watch as cooking time will vary depending on the size of the carrots.
Remove from the oven and toss with honey, thyme and the juice of the remaining orange and lemon.
Return to the oven and cook until caramelized and lightly charred, 10 to 15 minutes. Serve warm or at room temperature with the roasted citrus halves.