The paper presents a closed form solution of the three-dimensional stress problem for an infinite transversely isotropic plate with a circular hole subjected to a uniform temperature. The solution satisfies equations of the theory of thermoelasticity. The traction-free conditions on the boundary of the hole are satisfied at a number of cross sections z = const. This number can be chosen as large as necessary to achieve a required accuracy of the solution. It is illustrated in numerical examples, that a three-dimensional state of stresses is dominant within a narrow ring around the hole boundary. The width of this ring is approximately equal to the thickness of the plate. © 1994.