The increased adaption of classical thermo-elasticity solutions for rock mechanics applications has been evident in recent years. In this paper, specialized thermo-elastic solutions for a triaxial ellipsoidal cavity with uniform surface temperature are presented and results for several limiting cases are deduced. For completeness and comparison, solutions and results for the related thermally stressed problem of a prolate spheroidal cavity are detailed. In addition, the applicability of the finite element technique and an appropriate failure criteria for in-situ thermo-mechanical problems is indicated.