A thermionic RF gun usually suffers from a rapid decrease of electron beam energy caused by a rapid increase of beam current due to the back-bombardment effect. The authors propose a new method named "cavity detuning" to keep the electron beam energy constant. This method detunes the resonant frequency of the gun cavity to a frequency that is lower (by several hundred kilohertz) than the driving frequency. A proof-of-principle experiment was carried out using a 4.5 cell S-band RF gun. The beam energy was successfully kept constant during a macro-pulse duration of 7.5 mu s using a cavity detuning of -590 kHz, even with a significant current increase from 240 to 660 mA. A numerical simulation was also conducted to evaluate the cathode temperature, the current density on the cathode surface, and the phase stability of the output beam. All results demonstrated that cavity detuning provides an easy and simple way to compensate for the energy decrease in thermionic RF guns.