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In this paper, we shall consider $f(R)$ gravity and its cosmological implications, when an extra matter term generated by thermal effects is added by hand in the Lagrangian. We formulate the equations of motion of the theory as a dynamical system, that can be treated as an autonomous one only for specific solutions for the Hubble rate, which are of cosmological interest. Particularly, we focus our analysis on subspaces of the total phase space, corresponding to (quasi-)de Sitter accelerating expansion, matter-dominated and radiation-dominated solutions. In all the aforementioned cases, the dynamical system is an autonomous dynamical system. With regard to the thermal term effects, these are expected to significantly affect the evolution near a Big Rip singularity, and we also consider this case in terms of the corresponding dynamical system, in which case the system is non-autonomous, and we attempt to extract analytical and numerical solutions that can assess the specific cases. This course is taken twice: the first for the vacuum theory and the second when two perfect fluids (dust and radiation) are included as matter sources in the field equations. In both cases, we reach similar conclusions. The results of this theory do not differ significantly from the results of the pure $f(R)$ in the de Sitter and quasi-de Sitter phases, as the same fixed points are attained, so for sure the late-time era de Sitter is not affected. However, in the matter-dominated and radiation-dominated phases, the fixed points attained are affected by the presence of the thermal term, so surely the thermal effects would destroy the matter and radiation domination eras.