We report the first study on the thermal behaviour of the stiffness of individual carbon nanotubes, which is achieved by measuring the resonance frequency of their fundamental mechanical bending modes. We observe a reduction of the Youngs modulus over a large temperature range with a slope $-(173pm 65)$ ppm/K in its relative shift. These findings are reproduced by two different theoretical models based on the thermal dynamics of the lattice. These results reveal how the measured fundamental bending modes depend on the phonons in the nanotube via the Youngs modulus. An alternative description based on the coupling between the measured mechanical modes and the phonon thermal bath in the Akhiezer limit is discussed.