Preheat the smoker to 225˚. Put the olive oil, lemon juice, minced garlic, rosemary, thyme, fennel seeds, salt and pepper in a small bowl. Mix to combine and set aside.
Place the chicken thighs flat on a plate. Baste each piece with the wet rub on the front and back. Set aside. Once the smoker has preheated, place each piece of chicken directly on the smoker grates.
Insert a thermometer into the side of the meat until the tip is resting in the middle. Close the lid and let the smoker do all the work.
Remove the chicken from the smoker, cover with foil and let rest for 5 minutes before serving.