Using density functional theory (DFT) calculations, we have systematically investigated the thermodynamic properties and structural stabilities of thorium dioxide (ThO2). Based on the calculated phonon dispersion curves, we calculate the thermal expansion coefficient, bulk modulus, and heat capacities at different temperatures for ThO2 under the quasi-harmonic approximation. All the results are in good agreement with corresponding experiments proving the validity of our methods. Our theoretical studies can help people more clearly understand the thermodynamic behaviors of ThO2 at different temperatures. In addition, we have also studied possible defect formations and diffusion behaviors of helium in ThO2, to discuss its structural stability. It is found that in intrinsic ThO2 without any Fermi energy shifts, the interstitial Th 4+ i defect other than oxygen or thorium vacancies, interstitial oxygen, and any kinds of Frenkel pairs, is most probable to form with an energy release of 1.74 eV. However, after upshifting the Fermi energy, the formation of the other defects also becomes possible. For helium diffusion, we find that only through the thorium vacancy can it happen with the small energy barrier of 0.52 eV. Otherwise, helium atoms can hardly incorporate or diffuse in ThO2. Our results indicate that people should prevent upshifts of the Fermi energy of ThO2 to avoid the formation of thorium vacancies and so as to prevent helium caused damages.