  In this paper, we calculate the R\'enyi entropy of one single interval on a
circle at finite temperature in 2D CFT. In the low temperature limit, we expand
the thermal density matrix level by level in the vacuum Verma module, and
calculate the first few leading terms in $e^{-\pi/TL}$ explicitly. On the other
hand, we compute the same R\'enyi entropy holographically. After considering
the dependence of the R\'enyi entropy on the temperature, we manage to fix the
interval-independent constant terms in the classical part of holographic
R\'enyi entropy. We furthermore extend the analysis in Xi Dong's paper to
higher orders and find exact agreement between the results from field theory
and bulk computations in the large central charge limit. Our work provides
another piece of evidence to support holographic computation of R\'enyi entropy
in AdS$_3$/CFT$_2$ correspondence, even with thermal effect.
