We consider nonlinear magnon interactions in collinear antiferromagnetic (AF) insulators at finite temperatures. In AF systems with biaxial magnetocrystalline anisotropy, we implement a self-consistent Hartree-Fock mean-field approximation to explore the nonlinear interactions. The resulting nonlinear magnon interactions separate into two-magnon intra- and interband scattering processes. Furthermore, we compute the temperature dependence of the magnon spectrum due to nonlinear magnon interactions for square and hexagonal lattices. Measurements of the predicted AF resonance at different temperatures can probe nonlinear interactions close to the magnetic phase transitions. Our findings establish a framework for exploring magnonic phenomena where interactions are essential, e.g., magnon transport and Bose-Einstein condensation of magnons.