We study the finite-temperature expectation values of exponential fields in the sine-Gordon model. Using finite-volume regularization, we give a low-temperature expansion of such quantities in terms of the connected diagonal matrix elements, for which we provide explicit formulas. For special values of the exponent, computations by other methods are available and used to validate our findings. Our results can also be interpreted as a further support for a previous conjecture about the connection between finite- and infinite-volume form factors valid up to terms exponentially decaying in the volume.
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