The thermally induced microbending losses in double-coated optical fibers during temperature cycling are analyzed. The compressive radial stress at the interface between the glass fiber and primary coating would produce the microbending loss. A simplified closed-form formula to calculate the microbending loss is obtained by the viscoelastic theory. This formula can be extended to calculate microbending losses induced by temperature cycling with any number of stages, if the temperature is linearly raised, linearly dropped, or fixed in each stage of the cycle. Although the temperature change is zero at the end of the temperature cycling, the microbending loss will possibly exist. This microbending loss increases with the number of temperature cycles, and finally approaches a constant. To minimize the interfacial radial stress between the glass fiber and primary coating, the radius, Young’s modulus, thermal expansion coefficient, and Poisson’s ratio of polymeric coatings should be appropriately selected, and the relaxation time of the primary coating should be much shorter than the period of the temperature cycle. The condition for the glass transition temperature range of polymeric coatings within the temperature cycling is discussed. Additionally, microbending losses in single-coated optical fibers during temperature cycling are also considered.