  We consider the target space entanglement in quantum mechanics of
non-interacting fermions at finite temperature. Unlike pure states investigated
in arXiv:2105.13726, the (R\'enyi) entanglement entropy for thermal states does
not follow a simple bound because all states in the infinite-dimensional
Hilbert space are involved. We investigate a general formula of the target
space R\'enyi entropy for $N$ fermions at finite temperature, and present
numerical results of the entropy in a one-dimensional model. We also argue the
large $N$ behaviors with a comparison to the grand canonical ensemble.
