Models explaining dark matter typically include interactions with charged scalar and fermion fields. The Infra-Red (IR) finiteness of thermal field theories of charged fermions (fermionic QED) has been proven to all orders in perturbation theory. Here we reexamine the IR behaviour of charged scalar theories at finite temperature. Using the method of Grammer and Yennie, we identify and factorise the infra-red divergences to all orders in perturbation theory. The inclusion of IR finite pieces arising from the 4-point interaction terms of scalars with photon fields is key to the exponentiation. We use this in a companion paper to prove the IR finiteness of the corresponding thermal theory which is of relevance in dark matter calculations.