Many previous studies have demonstrated that work statistics can exhibit certain singular behaviors in the quantum critical regimes of many-body systems at zero or very low temperatures. However, as the temperature increases, it is commonly believed that such singularities will vanish. Contrary to this common recognition, we report a nonanalytic behavior of the averaged work done, which occurs at finite temperature, in the Dicke model as well as the Lipkin-Meshkov-Glick model subjected to the sudden quenches of their work parameters. It is revealed that work statistics can be viewed as a signature of the thermal phase transition when the quenched parameters are tuned across the critical line that separates two different thermal phases.