Looking on the internet deeply has found these results:

He was not thinking well on that occasion. is the most popular phrase on the web.

He was not thinking well in that occasion. 10 results on the web	He was not thinking well on that occasion. 14 results on the web More popular!
Some examples and use cases from the internet:	Some examples and use cases from the internet:
It doesn't look like this phrase is very popular! The search could not find any examples on the internet.	TIME: He was not thinking well on that occasion. REFERENCE: He asked my opinion on the matter. IMPORTANT: As for the example about the ... Jul 1, 2007 ... TIME: He was not thinking well on that occasion. REFERENCE: He asked my opinion on the matter. CONDITION: We'll hire him on your ... Feb 7, 2015 ... He was not thinking well on that occasion. Reference: In my opinion we need a referendum vs. We'll hire him on your recommendation. ... and when to use 'in” post about prepositions, Francesco Mapelli writes: I still don't get the “He was not thinking well on that occasion.” Why is “in” wrong here?

He was not thinking well in that occasion.

10 results on the web

He was not thinking well on that occasion.

14 results on the web

More popular!

It doesn't look like this phrase is very popular! The search could not find any examples on the internet.

TIME: He was not thinking well on that occasion. REFERENCE: He asked my opinion on the matter. IMPORTANT: As for the example about the ...
Jul 1, 2007 ... TIME: He was not thinking well on that occasion. REFERENCE: He asked my opinion on the matter. CONDITION: We'll hire him on your ...
Feb 7, 2015 ... He was not thinking well on that occasion. Reference: In my opinion we need a referendum vs. We'll hire him on your recommendation.
... and when to use 'in” post about prepositions, Francesco Mapelli writes: I still don't get the “He was not thinking well on that occasion.” Why is “in” wrong here?