In-situ observation of thermal stress in thin films deposited on a silicon substrate was made by synchrotron radiations. The specimens prepared in this experiment were nano-size thin aluminum films with SiO2 passivation. The thickness of the films was 10 nm, 20 nm and 50 nm. Residual stress in the as-deposited state was tensile. Compressive stress was developed in the heating cycle up to 300 oC and tensile stresses developed in the cooling cycle. The thermal stresses in the 50 nm film showed non-linear behavior in the first heating cycle from the room temperature to 300 oC. However, they linearly behaved in the first cooling cycle and the second thermal cycle. On the other hand, the thermal stresses in the 10 nm film behaved almost linearly without any hysteresis in the first and the second thermal cycles. The mechanism of thermal stress behavior of thin films is discussed.