We study some aspects of conformal field theories at finite temperature in momentum space. We provide a formula for the Fourier transform of a thermal conformal block and study its analytic properties. In particular we show that the Fourier transform vanishes when the conformal dimension and spin are those of a "double twist" operator = 2(phi) + l + 2n. By analytically continuing to Lorentzian signature we show that the spectral density at high spatial momenta has support on the spectrum condition |omega| > |k|. This leads to a series of sum rules. Finally, we explicitly match the thermal block expansion with the momentum space Green's function at finite temperature in several examples.