The large-n expansion is applied to the calculation of thermal critical exponents describing the critical behavior of spatially anisotropic d-dimensional systems at m-axial Lifshitz points. We derive the leading nontrivial 1/n correction for the perp
endicular correlation-length exponent nu_{L2} and hence several related thermal exponents to order O(1/n). The results are consistent with known large-n expansions for d-dimensional critical points and isotropic Lifshitz points, as well as with the second-order epsilon expansion about the upper critical dimension d^*=4+m/2 for generic min[0,d]. Analytical results are given for the special case d=4, m=1. For uniaxial Lifshitz points in three dimensions, 1/n coefficients are calculated numerically. The estimates of critical exponents at d=3, m=1 and n=3 are discussed.
