We discuss the use of Wilson fermions with twisted mass for simulations of QCD thermodynamics. As a prerequisite for a future analysis of the finite-temperature transition making use of automatic O(a) improvement, we investigate the phase structure in the space spanned by the hopping parameter kappa, the coupling beta, and the twisted mass parameter mu. We present results for N_f=2 degenerate quarks on a 16^3x8 lattice, for which we investigate the possibility of an Aoki phase existing at strong coupling and vanishing mu, as well as of a thermal phase transition at moderate gauge couplings and non-vanishing mu.