This study investigates the effect of Thermal cycles on the mechanical properties of GFRP pultruded profiles with different geometries. Bending specimens consisted of I-shaped and U-channel profiles that were tested in three-point bending along their both principal weak and strong axes, whereas box profiles and laminates were used in compression and tension tests, respectively. Each specimen was exposed to a range of thermal cycles, between −20 °C and 20 °C. The failure modes of the profiles were closely investigated at both major and minor scales. Results were analyzed using ANOVA to determine the influence of each factor and a model was developed to predict the strength retention of profiles after exposure to thermal cycles. The results showed that the thermal cycles have a significant effect on the strength of the resin and a minor effect on the strength of the fibers. Bending specimens experienced a lower strength loss along their principal weak axis than that along their strong axis after conditioning. Tension specimens performed better in comparison to compression specimens in terms of strength retention after thermal exposure. These results are expected to contribute significantly toward the understanding of the influence of thermal cycles on the behavior of GFRP profiles.