The utility model provides a sand control pipe thermal compensation device connected between a retaining well sand control pipe and a sand control pipe. The sand control pipe thermal compensation device comprises an outer compensation pipe, an inner telescoping pipe, position-restricted pins, outer compensation pipe grooves, and inner telescoping pipe protruding keys. A plurality of outer compensation pipe grooves are disposed in a middle inner cavity of the outer compensation pipe after a hole reaming process, and a plurality of inner telescoping pipe protruding keys are disposed on an upper end of the inner telescoping pipe after an expanding process. The inner telescoping pipe protruding keys are clamped in the outer compensation pipe grooves, and the quantity of the inner telescoping pipe protruding keys is equal to the quantity of the outer compensation pipe grooves. The position-restricted pins are screwed in the outer compensation pipe and the inner telescoping pipe to limit the free slide between the outer compensation pipe and the inner telescoping pipe. By using the sand control pipe thermal compensation device provided in the utility model, the extruding force and the tensile force caused by the expansion caused by heat and contraction caused by cold between the retaining well sand control pipes can be prevented, thereby the service lifetime of the retaining well sand control pipes can be prolonged.