Context. Recent observations of dust ejections from active asteroids, including (3200) Phaethon, have drawn considerable interest from planetary astronomers studying the generation and removal of small dust particles on asteroids. Aims. In this work, we aim to investigate the importance of thermal radiation pressure from asteroid regolith (AR) acting on small dust particles over the surface of the AR. In particular, we aim to understand the role of thermal radiation in the near-Sun environment. Methods. We describe the acceleration of particles over the AR within the radiation fields (direct solar, reflected (scattered) solar, and thermal radiation) in addition to the asteroids rotation and gravitational field. Mie theory is used because the particles of interest have sizes comparable to thermal wavelengths (~1-100 {mu}m), and thus the geometric approximation is not applicable. A new set of formalisms is developed for the purpose. Results. We find that the acceleration of particles with spherical radius < 1 {mu}m to ~10 {mu}m is dominated by the thermal radiation from the AR when the asteroid is in the near-Sun environment (heliocentric distance rh < 0.8 au). Under thermal radiation dominance, the net acceleration is towards space, that is, outwards from the AR. This outward acceleration is the strongest for particles of ~1 {mu}m in radius, regardless of other parameters. A preliminary trajectory integration using the Phaethon-like model shows that such particles escape from the gravitational field within about 10 minutes. Our results are consistent with the previous observational studies on Phaethon in that the ejected dust particles have a spherical radius of ~1 {mu}m.