No, there is no comma in that sentence. If you said 'thank you, that was very kind' you would use a comma. The difference is that in the first sentence you are saying 'I thank you for doing something' whereas in the second example you are saying 'I thank you. That was very kind' 2 sentences disguised as one.
English is a very difficult language to learn, and almost as hard to teach!
English is a very difficult language to learn, and almost as hard to teach!