The dynamics and rheology of a vesicle confined in a channel under shear flow are studied at finite temperature. The effect of finite temperature on vesicle motion and system viscosity is investigated. A two-dimensional numerical model, which includes thermal fluctuations and is based on a combination of molecular dynamics and mesoscopic hydrodynamics, is used to perform a detailed analysis in a wide range of the Peclet numbers (the ratio of the shear rate to the rotational diffusion coefficient). The suspension viscosity is found to be a monotonous increasing function of the viscosity contrast (the ratio of the viscosity of the encapsulated fluid to that of the surrounding fluid) both in the tank-treading and the tumbling regime due to the interplay of different temperature-depending mechanisms. Thermal effects induce shape and inclination fluctuations of the vesicle which also experiences Brownian diffusion across the channel increasing the viscosity. These effects reduce when increasing the Peclet number.