Thermal machines exploit interactions with multiple heat baths to perform useful tasks, such as work production and refrigeration. In the quantum regime, tasks with no classical counterpart become possible. Here, we explore the fundamental resources needed to generate operationally useful entanglement. We focus on the minimal setting for quantum thermal machines, namely two-qubit autonomous thermal machines that use only incoherent interactions with their environment. Considering the paradigmatic tasks of Einstein-Podolsky-Rosen steering, quantum teleportation and Bell nonlocality, we investigate the trade-off between operational nonclassicality and the resources made available to the machine. For the resources, we consider bosonic and fermionic baths, with and without populations inversion, and with and without local filtering. We provide both constructive examples and no-go results demonstrating when each of the three tasks are possible or impossible. Our results identify fundamental limitations to autonomous entanglement generation and open up a path toward producing increasingly powerful quantum correlations from thermal resources.
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