We provide an algorithm for preparing the thermofield double (TFD) state of the Sachdev-Ye-Kitaev model without the need for an auxiliary bath. Following previous work, the TFD can be cast as the approximate ground state of a Hamiltonian, $H_{\text{TFD}}$. Using variational quantum circuits, we propose and implement a gradient-based algorithm for learning parameters that find this ground state, an application of the variational quantum eigensolver. Concretely, we find quantum circuits that prepare the ground state of $H_{\text{TFD}}$ for the $q=4$ SYK model up to $N=12$.