While dealing with sub-micrometer precision robots, thermal expansion is the most significant source of inaccuracy. Thermal variations in the environment, in the robot parts and in the frame change the robot geometry, lowering the robot precision. In this article we propose a strategy to model and compensate such effects. The thermal behavior of a 3 DOF (Degree(s)-of-freedom) parallel robot has been studied using a high-precision measuring system. A model of the robot thermal behavior has been built and implemented in the controller. By using it, thermal deformations are compensated in real-time and an absolute accuracy of ±71 nm has been reached.