Background:The radiative neutron capture reaction rates of the r-process nucleosynthesis are immensely affected by the microscopic structure of the low-energy spectra of compound nuclei. The relativistic (quasiparticle) time blocking approximation (R(Q)TBA) has successfully provided a good description of the lowenergy strength, in particular, the strength associated with pygmy dipole resonance, describing transitions from and to the nuclear ground state. The finite-temperature generalization of this method is designed for thermally excited compound nuclei and has the potential to enrich the fine structure of the dipole strength, especially in the low-energy region. Purpose: To formulate the thermal extension of RTBA, i.e., finite-temperature relativistic time blocking approximation (FT-RTBA) for the nuclear response, and to implement it numerically for calculations of the dipole strength in medium-light and medium-heavy nuclei. Methods: The FT-RTBA equations are derived using the Matsubara Green's function formalism. We show that with the help of a temperature-dependent projection operator on the subspace of the imaginary time it is possible to reduce the Bethe-Salpeter equation for the nuclear response function to a single frequency variable equation also at finite temperatures. The approach is implemented self-consistently in the framework of quantum hadrodynamics and keeps the ability of connecting the high-energy scale of heavy mesons and the low-energy domain of nuclear medium polarization effects in a parameter-free way. Results: The method was applied to the medium-light 48 Ca, 68 Ni and to the medium-heavy 100,120,132 Sn nuclei. The excitation energies E * of the considered compound nuclei were calculated and found to increase quickly starting from temperatures 0.5 ≤ T ≤ 1.0 MeV. The nucleonic single-particle energies and occupancies change accordingly because of the increasing diffuseness of the Fermi-Dirac distribution with the temperature increase. The dipole response of these nuclei was computed in the FT-RTBA and compared to the finite-temperature relativistic RPA (FT-RRPA). It was found that the giant dipole resonance (GDR) undergoes additional fragmentation (i) due to the thermal unblocking of the transitions between single-particle states located on the same side of the Fermi surface and (ii) because of the general reinforcement of the particle-vibration coupling (PVC) with the temperature growth. The low-energy part of the dipole strength distribution is moderately enhanced at temperatures T ≤ 4.0 MeV and increases dramatically above this temperature range. The width of the strength distribution grows rapidly with temperature at T ≥ 1.0 MeV. The energy-weighted sum rule (EWSR) in a wide finite energy interval remains nearly flat as the temperature increases. The traditional view of the PDR as an oscillation of the weakly bound neutron excess against the isospin-saturated core is nearly maintained up to the temperature T = 5.0 MeV and changes to the GDR-like pattern above this temperature. The col...