The thermal behaviors of FeF3 cathode in 1 mol dm−3 LiPF6/methyl difluoroacetate (MFA) electrolyte are quantitatively investigated by differential scanning calorimetry. MFA-based electrolyte shows great thermal stability without heat generation up to 500 °C. The cycled electrodes are studied and find to become more thermally stable after lithiation. Furthermore, the lithiated electrode shows a superior thermal stability in the electrolyte compared to the delithiated electrode. Although the heat generated by the mixtures of cycled electrodes and MFA-based electrolyte is larger, the lithiated and delithiated electrodes coexisted with MFA-based electrolyte are about 140 and 230 °C higher than that of EC + DMC-based electrolyte, respectively. Therefore, the safety of FeF3 battery is enhanced by using MFA-based electrolyte instead of EC + DMC-based electrolyte.