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Problem solved. I added in \thesisthm \it in all my theorems:

\begin{theorem} \label{theorem:Continuity}\thesisthm \it
Suppose that Assumptions 5 hold, and that Algorithm \ref{AlgoSD} terminates after $n$ iterations with ...
...
\end{theorem}

Adding \thesisthm makes my theorems 1.5 line spacing ...

I am using a thesis template (using \documentstyle{thesis.sty}) to write my thesis, and thesis.sty contains the codes below.
My theorems have single line spacing while the main body has 1.5 line spacing.
How do I change the codes below to get 1.5 line spacing for my theorems? Thanks.

\def\mystretch ...

What meho_r suggested works like magic. Thanks.

I tried what ChemistKatie suggested as well, the problem with that is my section headings also include the chapter number, which I do not want.

Thanks all for your hints.

I am using a thesis.sty file written by previous students to write my thesis, and it contains the following:

\def\thesection {\Alph{section}}
\def\labelsection {\thesection.}

The section headings are automatically numbered A, B, C.

When I make reference to a section using \ref{sec:Ex}, I want to ...