Lithium-ion capacitors is a novel kind of electrochemical energy devices integrating advantages of lithium-ion batteries and supercapacitors, and its thermal behaviors have not yet attracted sufficient attentions so far. In this study, the thermal behaviors of lithium-ion capacitor upon galvanostatic charge–discharge have been systematically investigated. The capacitors have been measured in a specially designed climate chamber where the ambient temperature remains constant (maximum fluctuation: ±0.5 °C). The surface temperatures of lithium-ion capacitors have been monitored while their C-rates and the ambient temperature changed in different charging and discharging tests; moreover, their high and low temperature performances have been studied and their thermal charge–discharge behaviors have been discussed in comparison with those of lithium-ion batteries and electrical double layer capacitors. The results show that the lithium-ion capacitors drop in temperature while the charging voltage remains 2.0–4.0 V but are heated up while they discharge. Such observations are different from both electrical double layer capacitors and lithium-ion batteries. These results can help proper thermal design and management of large capacity lithium-ion capacitors and modules for fast-charging applications.