We show that spin systems with infinite-range interactions can violate at thermal equilibrium a multipartite Bell inequality, up to a finite critical temperature $T_c$. Our framework can be applied to a wide class of spin systems and Bell inequalities, to study whether nonlocality occurs naturally in quantum many-body systems close to the ground state. Moreover, we also show that the low-energy spectrum of the Bell operator associated to such systems can be well approximated by the one of a quantum harmonic oscillator, and that spin-squeezed states are optimal in displaying Bell correlations for such Bell inequalities.
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