Think Deeper trades a few seconds for a more careful answer. You pick it in the mode selector under the message box in Copilot Chat. Where Quick response answers immediately, Think Deeper uses a deeper reasoning model and takes up to around ten seconds to work through planning, debugging or a decision with real trade-offs. Left on Auto, Copilot picks between the two for you.
It is the Copilot counterpart of Claude's extended thinking. Use it for hard questions, not quick lookups: on a simple question it only makes you wait longer for the same answer. When a task needs a sourced report across many sources, open the Researcher agent instead.