Space gravitational wave detection requires extremely high precision in micro-thrust measurement, where thermal noise is considered a major factor limiting the performance of gravity compound pendulum measurement systems. To suppress thermal noise and improve long-term measurement stability, a temperature control system was designed and experimentally studied. A thermal noise transfer model was established to analyze the coupled influence of temperature on the stiffness of the flexible pivot, thermal deformation of the pendulum rod, and readings of the displacement sensor. Temperature control parameters were optimized using ANSYS thermal simulation. A composite temperature control scheme combining vacuum isolation, multi-layer passive insulation, and local active proportional-integral-derivative (PID) control was proposed. Experimental results show that under a vacuum environment of 10^-4 Pa, the peak temperature fluctuation in key areas is controlled within 4 mK over 48 hours, and the thermally induced displacement noise is reduced by approximately 99%. The research findings validate the effectiveness of the multi-level temperature control strategy in micro-Newton-level thrust measurement, providing a reliable technical approach for thermal noise suppression in space-based inertial sensing systems.