The Wilkinson Microwave Anisotropy Probe (WMAP) observatory, launched June 30, 2001, is designed to measure the cosmic microwave background radiation with unprecedented precision and accuracy while orbiting the second Lagrange point (L2). The instrument cold stage must be cooled passively to <95K, and systematic thermal variations in selected instrument components controlled to less than 0.5 mK (rms) per spin period. This paper describes the thermal design and testing of the WMAP spacecraft and instrument. Flight thermal data for key spacecraft and instrument components are presented from launch through the first year of mission operations. Effects of solar flux variation due to the Earth's elliptical orbit about the sun, surface thermo-optical property degradations, and solar flares on instrument thermal stability are discussed.