Thimphu District is a dzongkhag (district) of Bhutan. Thimphu is also the capital of Bhutan and the largest city in the whole kingdom. The domiā¦Thimphu District is a dzongkhag (district) of Bhutan. Thimphu is also the capital of Bhutan and the largest city in the whole kingdom. The dominant language throughout the district is Dzongkha; however, within the capital nearly every language of Bhutan may be encountered.