This study focuses on the thermal volume change of compacted, saturated silt during temperature cycles. A temperature-regulated oedometer with backpressure control was used to measure the thermal consolidation of silt specimens under normally consolidated to heavily overconsolidated initial stress states. During initial heating, the silt specimens displayed thermal volume changes similar to those reported in the technical literature, with the normally consolidated specimen showing contraction and the heavily overconsolidated specimens showing expansion. The specimens all showed elastic contraction during cooling, as expected. However, subsequent heating and cooling cycles led to additional permanent volume change. This observation contradicts thermo-elasto-plastic theories, which predict plastic contraction only during initial heating of soils with low overconsolidation ratios and elastic volume changes during subsequent heating and cooling cycles. A source of error in the experiments was a softer response during heating due to differential radial expansion of the oedometer ring, followed by exaggerated axial expansion of the soil during cooling when the ring contracted. Nonetheless, the accumulation of permanent strain during cyclic heating and cooling indicates that the thermal yield surface history may not be locked in during the cooling process, implying that kinematic thermal hardening or thermal creep mechanisms should be explored.