The Power Stone is one of two Infinity Stones that are absolutely essential for Thanos’s quest, with the other being the Space Stone.
When we first see Thanos in Infinity War, he already has the Power Stone.
When we see Thor in Infinity War, he reveals that Thanos had destroyed Xandar and retrieved the Power Stone only a week before.
Though it was an Infinity Stone, the Mind Stone was expendable to Thanos, as it was not as important of a Stone and he could easily get it back once he had the Space and Power Stones (as he easily did at the ending of Infinity War).