Heat the olive oil in a large pot over medium heat. Add the sliced sausage and cook until browned on both sides, about 5 minutes. Remove the sausage and set it aside.
Add the onion, carrots, and celery to the pot. Cook until the vegetables soften, about 6 minutes. Stir in the garlic and cook for 1 minute more.
Return the sausage to the pot. Add the lentils, red wine, chicken broth, thyme, and bay leaves. Stir to combine.
Bring the mixture to a boil, then reduce the heat to low. Cover and simmer for 30 minutes, stirring occasionally, until the lentils are tender.
Remove the thyme sprigs and bay leaves. Season with salt and black pepper to taste before serving.