In this paper, we have investigated operator product expansion ( OPE) for the thermal correlator of the two scalar currents. In extending OPE to finite temperature, some complications arise. One of these complications is the breakdown of Lorentz invariance by the choice of the reference frame. Due to the residual O(3) symmetry, more operators of the same dimension appear in the OPE than those at zero temperature. Taking into account these peculiarities, we calculated Wilson coefficients in the OPE of scalar currents up to mass-dimension four at finite temperature. Obtained results in the T -> 0 limit agree with vacuum OPE calculations.